Testing the mean matrix in high-dimensional transposable data
DOI10.1111/BIOM.12257zbMATH Open1419.62460arXiv1404.7683OpenAlexW1892744769WikidataQ35548021 ScholiaQ35548021MaRDI QIDQ3465741FDOQ3465741
Authors: Anestis Touloumis, Simon Tavaré, John Marioni
Publication date: 22 January 2016
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.7683
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Cited In (6)
- More powerful tests for sparse high-dimensional covariances matrices
- Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure
- A test of the rigid structure of grouped points in high-dimensional data
- Testing high-dimensional mean vector with applications. A normal reference approach
- Linear hypothesis testing in high-dimensional one-way MANOVA
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
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