A Behrens-Fisher problem for general factor models in high dimensions
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Publication:2692937
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
Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)
Cites Work
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- 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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