A Behrens-Fisher problem for general factor models in high dimensions

DOI10.1016/j.jmva.2023.105162OpenAlexW4320341307MaRDI QIDQ2692937

Masashi Hyodo, Takahiro Nishiyama, Tatjana Pavlenko

Publication date: 17 March 2023

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2023.105162

zbMATH Keywords

high-dimensional datatwo-sample testlatent factor modelhigh-dimensional testing problem

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Cites Work

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• A two-sample test for high-dimensional data with applications to gene-set testing
• Eigenvalue Ratio Test for the Number of Factors
• Factor profiled sure independence screening
• A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model
• Two-sample tests for high-dimension, strongly spiked eigenvalue models

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