Corrigendum to ``A two sample test in high dimensional data
From MaRDI portal
Recommendations
- Corrigendum to: ``Maximum likelihood estimation in logistic regression models with a diverging number of covariates
- Corrigendum to: ``Comparison of some tests of fit for the inverse Gaussian distribution
- Erratum to: ``Estimating the effect of a variable in a high-dimensional linear model
- Correction to the paper ``Optimal false discovery rate control for dependent data
- CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”
Cites work
Cited in
(9)- Corrigendum to: ``A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula
- Corrigendum to: ``Duality between range and no-response tests and its application for inverse problems
- Corrigendum to ``Tests of homogeneity for partially matched-pairs data
- Corrections to: ``Sequential change-point detection for high-dimensional and non-Euclidean data
- Corrigendum to: ``Maximum likelihood estimation in logistic regression models with a diverging number of covariates
- Correction to the paper ``Optimal false discovery rate control for dependent data
- Erratum to: ``Compression based homogeneity testing. [Dokl. Math. 85, 251--254 (2012)]
- Erratum to: ``An introduction to a general records theory both for dependent and high dimensions
- Erratum to: ``Estimating the effect of a variable in a high-dimensional linear model
This page was built for publication: Corrigendum to ``A two sample test in high dimensional data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q391682)