Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices

DOI10.1016/J.JSPI.2013.07.008MaRDI QIDQ394093zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

high dimensionalitymultivariate Behrens-Fisher problem\((N,p)\)-asymptoticsCornish-Fisher transformsDempster trace criterion

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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• A two sample test in high dimensional data
• A two-sample test for high-dimensional data with applications to gene-set testing
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• Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size
• Multivariate Theory for Analyzing High Dimensional Data
• Note on a solution of the generalized Behrens-Fisher problem
• Testing the equality of several covariance matrices with fewer observations than the dimension
• Three Approximate Solutions to the Multivariate Behrens–Fisher Problem
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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
• scientific article; zbMATH DE number 5952281 (Why is no real title available?)
• A scale-invariant test for linear hypothesis of means in high dimensions
• 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
• scientific article; zbMATH DE number 7387187 (Why is no real title available?)
• 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
• Testing linear hypothesis of high-dimensional means with unequal covariance matrices
• A generalized likelihood ratio test for linear hypothesis of k -sample means in high dimension
• 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
• Linear hypothesis testing in high-dimensional one-way MANOVA
• On error bounds for high-dimensional asymptotic distribution of \(L_2\)-type test statistic for equality of means
• 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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