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Cites work
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A test for the mean vector with fewer observations than the dimension
- A test for the mean vector with fewer observations than the dimension under non-normality
- A two-sample test for high-dimensional data with applications to gene-set testing
- Adaptive thresholding for sparse covariance matrix estimation
- Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
- Concerning a Certain Probability Problem
- Innovated higher criticism for detecting sparse signals in correlated noise
- Minimax estimation of large covariance matrices under _1-norm
- Multivariate Theory for Analyzing High Dimensional Data
- On convergence rates of suprema
- Optimal classification in sparse Gaussian graphic model
- Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
- Some high-dimensional tests for a one-way MANOVA
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- Two-Sample Test of High Dimensional Means Under Dependence
Cited in
(42)- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure
- Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
- Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
- scientific article; zbMATH DE number 7376764 (Why is no real title available?)
- A two-stage monitoring scheme for multiple high-dimensional data streams
- High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model
- Sparse signal detection in heteroscedastic Gaussian sequence models: sharp minimax rates
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity
- A rate optimal procedure for recovering sparse differences between high-dimensional means under dependence
- High-dimensional MANOVA under weak conditions
- Tests for a multiple-sample problem in high dimensions
- High-dimensional rank-based inference
- High-dimensional projection-based ANOVA test
- Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data
- High-dimensional multivariate analysis of variance via geometric median and bootstrapping
- A test for the k sample Behrens-Fisher problem in high dimensional data
- Test for high-dimensional linear hypothesis of mean vectors via random integration
- Comparing a large number of multivariate distributions
- Testing linear hypothesis of high-dimensional means with unequal covariance matrices
- Homogeneity tests for high-dimensional mean vectors and covariance matrices
- A regularized MANOVA test for semicontinuous high-dimensional data
- Sign-based test for mean vector in high-dimensional and sparse settings
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
- 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
- A high-dimensional test for the k-sample Behrens–Fisher problem
- The k-sample Behrens-Fisher problem for high-dimensional data with model free assumption
- High-dimensional general linear hypothesis testing under heteroscedasticity
- Two-sample and ANOVA tests for high dimensional means
- Generalized composite multi-sample tests for high-dimensional data
- Overview of normal-reference tests for high-dimensional means with implementation in the R package `HDNRA'
- Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control
- Likelihood ratio test in multivariate linear regression: from low to high dimension
- Test on the linear combinations of mean vectors in high-dimensional data
- Testing regression coefficients in high-dimensional and sparse settings
- Linear hypothesis testing in high-dimensional one-way MANOVA
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
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