Corrigendum to ``A two sample test in high dimensional data

DOI10.1016/J.JMVA.2013.04.016zbMATH Open1349.62228OpenAlexW1983035002MaRDI QIDQ391682FDOQ391682

Authors: Muni S. Srivastava, Shota Katayama, 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.2013.04.016

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Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• A test for the mean vector with fewer observations than the dimension under non-normality
• A test for the mean vector with fewer observations than the dimension

Cited In (4)

• Corrigendum to: ``Maximum likelihood estimation in logistic regression models with a diverging number of covariates
• Corrigendum to: ``Duality between range and no-response tests and its application for inverse problems
• 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

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