Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
From MaRDI portal
Publication:391567
DOI10.1016/j.jmva.2013.01.008zbMath1277.62069OpenAlexW2086975406MaRDI QIDQ391567
Shota Katayama, Muni S. Srivastava, Yutaka Kano
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.01.008
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Related Items
Analysis of high-dimensional one group repeated measures designs, Maximum test for a sequence of quadratic form statistics about score test in logistic regression model, A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\), Hotelling's \(T^2\) in separable Hilbert spaces, Testing high-dimensional mean vector with applications. A normal reference approach, Unnamed Item, Unnamed Item, A Simple Two-Sample Test in High Dimensions Based on L2-Norm, Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels, Accurate inference for repeated measures in high dimensions, A feasible high dimensional randomization test for the mean vector, Change-Point Detection of the Mean Vector with Fewer Observations than the Dimension Using Instantaneous Normal Random Projections, Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distribution of a sum of weighted noncentral chi-square variables
- Near-exact distributions for the independence and sphericity likelihood ratio test statistics
- PCA consistency in high dimension, low sample size context
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- A point process driven multiple change point model: a robust resistant approach
- A test for the mean vector with fewer observations than the dimension
- Synthesis of variance
- Note on an Approximation to the Distribution of Non-Central χ 2
- Intrinsic Dimensionality Estimation of High-Dimension, Low Sample Size Data withD-Asymptotics
- Distribution of a Definite Quadratic Form for Non-Central Normal Variates
- A Differential Equation Approach to Linear Combinations of Independent Chi-Squares
- Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
- Multivariate Theory for Analyzing High Dimensional Data
- Computing the distribution of quadratic forms in normal variables
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- A Significance Test for the Separation of Two Highly Multivariate Small Samples
- A High Dimensional Two Sample Significance Test
- Numerical inversion of a characteristic function
- THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL
- The Estimation of Intraclass Correlation in the Analysis of Family Data