Asymptotically independent U-statistics in high-dimensional testing
From MaRDI portal
Publication:2656592
DOI10.1214/20-AOS1951zbMath1461.62233arXiv1809.00411OpenAlexW3126577372MaRDI QIDQ2656592
Yinqiu He, Wei Pan, Chong Wu, Gongjun Xu
Publication date: 11 March 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.00411
Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Statistical aspects of big data and data science (62R07)
Related Items (17)
Adaptive Change Point Monitoring for High-Dimensional Data ⋮ Nonparametric tests for treatment effect heterogeneity in observational studies ⋮ Use of Random Integration to Test Equality of High Dimensional Covariance Matrices ⋮ Adaptive Tests for Bandedness of High-dimensional Covariance Matrices ⋮ Finite sample \(t\)-tests for high-dimensional means ⋮ Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination ⋮ Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding ⋮ Linear Hypothesis Testing in Linear Models With High-Dimensional Responses ⋮ Adaptive Inference for Change Points in High-Dimensional Data ⋮ Block-diagonal test for high-dimensional covariance matrices ⋮ A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors ⋮ Rank-based max-sum tests for mutual independence of high-dimensional random vectors ⋮ Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices ⋮ Two-sample high dimensional mean test based on prepivots ⋮ Generalized Schott type tests for complete independence in high dimensions ⋮ An overview of tests on high-dimensional means ⋮ Likelihood ratio tests under model misspecification in high dimensions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Innovated higher criticism for detecting sparse signals in correlated noise
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- Two sample tests for high-dimensional covariance matrices
- Higher criticism for large-scale inference, especially for rare and weak effects
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Limit distribution of the sum and maximum from multivariate Gaussian sequences
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Universality results for the largest eigenvalues of some sample covariance matrix ensembles
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Spatial statistics and modeling. Translated from the French by Kevin Bleakley.
- Some mixing properties of time series models
- A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
- Testing independence in high dimensions with sums of rank correlations
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- On the distribution of the largest eigenvalue in principal components analysis
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- The asymptotic distributions of the largest entries of sample correlation matrices.
- Higher criticism for detecting sparse heterogeneous mixtures.
- A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
- Inference on the shape of elliptical distributions based on the MCD
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- A two-sample test for high-dimensional data with applications to gene-set testing
- Two-sample and ANOVA tests for high dimensional means
- Optimal hypothesis testing for high dimensional covariance matrices
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
- A test for the mean vector with fewer observations than the dimension
- Regularized estimation of large covariance matrices
- Asymptotic distribution for the sum and maximum of Gaussian processes
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- Testing Against a High Dimensional Alternative
- Power Enhancement in High-Dimensional Cross-Sectional Tests
- On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
- On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Asymptotic distribution of sum and maximum for Gaussian processes
- Two-Sample Test of High Dimensional Means Under Dependence
- An Adaptive Test on High-dimensional Parameters in Generalized Linear Models
- Tests for High-Dimensional Covariance Matrices
- Tests for High-Dimensional Regression Coefficients With Factorial Designs
- Testing differential networks with applications to the detection of gene-gene interactions
- A Two-Sample Test for Equality of Means in High Dimension
- An adaptive two-sample test for high-dimensional means
- Statistical significance for genomewide studies
- A Class of Statistics with Asymptotically Normal Distribution
This page was built for publication: Asymptotically independent U-statistics in high-dimensional testing