A new test for the mean vector in large dimension and small samples
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Publication:4638809
DOI10.1080/03610918.2016.1197244zbMATH Open1462.62349OpenAlexW2494486577MaRDI QIDQ4638809FDOQ4638809
Authors: Junguang Zhao
Publication date: 30 April 2018
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2016.1197244
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Cites Work
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- A two-sample test for high-dimensional data with applications to gene-set testing
- Title not available (Why is that?)
- A test for the mean vector with fewer observations than the dimension
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- A high-dimensional two-sample test for the mean using random subspaces
Cited In (12)
- Test for a mean vector with fixed or divergent dimension
- A test for the mean vector with fewer observations than the dimension under non-normality
- High-dimensional tests for mean vector: approaches without estimating the mean vector directly
- An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
- A test for the mean vector with fewer observations than the dimension
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
- Testing high-dimensional mean vector with applications. A normal reference approach
- A test for the mean vector in large dimension and small samples
- Quadratic statistics in testing problems of large dimension
- Distribution and correlation-free two-sample test of high-dimensional means
- Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
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