High-dimensional sparse MANOVA
From MaRDI portal
Publication:406532
DOI10.1016/J.JMVA.2014.07.002zbMATH Open1298.62090OpenAlexW2040408175MaRDI QIDQ406532FDOQ406532
Publication date: 8 September 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.07.002
Recommendations
- Two-sample and ANOVA tests for high dimensional means
- Tests for a multiple-sample problem in high dimensions
- A test for multivariate analysis of variance in high dimension
- Sign-based test for mean vector in high-dimensional and sparse settings
- Tests for multivariate analysis of variance in high dimension under non-normality
precision matrixextreme value distributionMANOVAhigh dimensional testlimiting null distributiontesting equality of mean vectors
Statistics of extreme values; tail inference (62G32) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Title not available (Why is that?)
- Innovated higher criticism for detecting sparse signals in correlated noise
- A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
- A two-sample test for high-dimensional data with applications to gene-set testing
- Some high-dimensional tests for a one-way MANOVA
- Adaptive Thresholding for Sparse Covariance Matrix Estimation
- Title not available (Why is that?)
- Two-Sample Test of High Dimensional Means Under Dependence
- Multivariate Theory for Analyzing High Dimensional Data
- Title not available (Why is that?)
- 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
- A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence
- Optimal classification in sparse Gaussian graphic model
- On convergence rates of suprema
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- 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
- Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
Cited In (31)
- 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
- Title not available (Why is that?)
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
- High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data
- Sparse signal detection in heteroscedastic Gaussian sequence models: sharp minimax rates
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model
- 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
- High-dimensional MANOVA under weak conditions
- High-dimensional rank-based inference
- Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data
- A test for the \(k\) sample Behrens-Fisher problem in high dimensional data
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension
- 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
- 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
- A high-dimensional test for the k-sample Behrens–Fisher problem
- Linear hypothesis testing in high-dimensional one-way MANOVA: a new normal reference approach
- High-dimensional general linear hypothesis testing under heteroscedasticity
- Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control
- 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
This page was built for publication: High-dimensional sparse MANOVA
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q406532)
