Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
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Publication:394093
DOI10.1016/J.JSPI.2013.07.008zbMATH Open1279.62120OpenAlexW2011131334MaRDI QIDQ394093FDOQ394093
Authors: Takahiro Nishiyama, Masashi Hyodo, Takashi Seo, Tatjana Pavlenko 
Publication date: 24 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.07.008
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high dimensionalitymultivariate Behrens-Fisher problem\((N,p)\)-asymptoticsCornish-Fisher transformsDempster trace criterion
Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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- Three Approximate Solutions to the Multivariate Behrens–Fisher Problem
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- Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size
- A Bayesian Solution to the Multivariate Behrens-Fisher Problem
- A High Dimensional Two Sample Significance Test
- Asymptotic expansions of the null distributions for the Dempster trace criterion
Cited In (36)
- Linear Hypothesis Testing in Linear Models With High-Dimensional Responses
- Two-sample Behrens-Fisher problems for high-dimensional data: a normal reference approach
- A new test on high-dimensional mean vector without any assumption on population covariance matrix
- A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large
- A scale-invariant test for linear hypothesis of means in high dimensions
- Title not available (Why is that?)
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- On Test Statistics in Profile Analysis with High-dimensional Data
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
- A unified approach to testing mean vectors with large dimensions
- Test on the linear combinations of covariance matrices in high-dimensional data
- Title not available (Why is that?)
- Normalizing transformation of Dempster type statistic in high-dimensional settings
- Tests for parallelism and flatness hypotheses of two mean vectors in high-dimensional settings
- A test for the equality of means of two groups with different variances when the sample size and the dimension are large
- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices
- A generalized likelihood ratio test for linear hypothesis of k -sample means in high dimension
- Testing linear hypothesis of high-dimensional means with unequal covariance matrices
- Testing the equality of multivariate means when \(p>n\) by combining the Hotelling and Simes tests
- Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels
- Testing high-dimensional mean vector with applications. A normal reference approach
- On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test
- Linear hypothesis testing in high-dimensional one-way MANOVA: a new normal reference approach
- Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- High-dimensional general linear hypothesis testing under heteroscedasticity
- Test of linear trend in eigenvalues of a covariance matrix with application to data analysis
- Test on the linear combinations of mean vectors in high-dimensional data
- A two sample test in high dimensional data
- On error bounds for high-dimensional asymptotic distribution of \(L_2\)-type test statistic for equality of means
- Linear hypothesis testing in high-dimensional one-way MANOVA
- A rank-based high-dimensional test for equality of mean vectors
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
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