scientific article; zbMATH DE number 889593
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Publication:4882268
zbMATH Open0848.62030MaRDI QIDQ4882268FDOQ4882268
Authors: Zhidong Bai, Hewa Saranadasa 
Publication date: 28 October 1996
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- A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
- Dependency and truncated forms of combinations in multivariate combination-based permutation tests and ordered categorical variables
- Statistical inference for high-dimension, low-sample-size data
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
- Hypothesis testing for high-dimensional time series via self-normalization
- A Behrens-Fisher problem for general factor models in high dimensions
- A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model
- A high dimensional nonparametric test for proportional covariance matrices
- Robust multivariate nonparametric tests via projection averaging
- Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
- A robust Hotelling test statistic for one sample case in high dimensional data
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data
- High-dimensional MANOVA under weak conditions
- Regularised MANOVA for high-dimensional data
- Asymptotically independent U-statistics in high-dimensional testing
- Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings
- Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent
- Support vector machine and optimal parameter selection for high-dimensional imbalanced data
- Two-sample test for sparse high-dimensional multinomial distributions
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
- Projected tests for high-dimensional covariance matrices
- Self-normalization: taming a wild population in a heavy-tailed world
- Graph-based two-sample tests for data with repeated observations
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
- A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
- Robust two-sample test of high-dimensional mean vectors under dependence
- Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels
- On the dimension effect of regularized linear discriminant analysis
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
- Inference on high-dimensional mean vectors with fewer observations than the dimension
- High-dimensional linear models: a random matrix perspective
- Tests for comparison of multiple endpoints with application to omics data
- On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional 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 faster U-statistic for testing independence in the functional linear models
- An overview of tests on high-dimensional means
- Geometric classifiers for high-dimensional noisy data
- A high-dimensional test for the k-sample Behrens–Fisher problem
- A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices
- Comparison of a large number of regression curves
- Two-sample Behrens–Fisher problems for high-dimensional data: a normal reference scale-invariant test
- Linear hypothesis testing in high-dimensional one-way MANOVA: a new normal reference approach
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
- Empirical likelihood test for high dimensional linear models
- A note on the unbiased estimator of \(\mathbf{\Sigma}^2\)
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- Empirical likelihood test for regression coefficients in high dimensional partially linear models
- High-dimensional general linear hypothesis testing under heteroscedasticity
- High dimensional two-sample test based on the inter-point distance
- Generalized F-test for high dimensional regression coefficients of partially linear models
- Power in high-dimensional testing problems
- Inference for low- and high-dimensional multigroup repeated measures designs with unequal covariance matrices
- A new test for the mean vector in large dimension and small samples
- Testing for trends in high-dimensional time series
- A note on mean testing for high dimensional multivariate data under non-normality
- Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
- Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces
- A Random Projection Approach to Hypothesis Tests in High-Dimensional Single-Index Models
- Two-sample mean vector projection test in high-dimensional data
- STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Reprint: Hypothesis testing on high dimensional quantile regression
- Hypothesis testing on high dimensional quantile regression
- Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration
- Projection Test for Mean Vector in High Dimensions
- Multivariate process control charts based on the \(L^p\) depth
- Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity
- A scale-invariant test for linear hypothesis of means in high dimensions
- Robust high-dimensional alpha test for conditional time-varying factor models
- Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests
- Association testing for high-dimensional multiple response regression
- Exponential bounds for regularized Hotelling's T2 statistic in high dimension
- Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data
- Distribution/correlation-free test for two-sample means in high-dimensional functional data with eigenvalue decay relaxed
- A bootstrap method for spectral statistics in high-dimensional elliptical models
- Discussion on the paper ‘A review of distributed statistical inference’
- A test for block circular symmetric covariance structure with divergent dimension
- Statistical inference under the strongly spiked eigenvalue model
- Adaptive rank-based tests for high dimensional mean problems
- Normalizing transformation of Dempster type statistic in high-dimensional settings
- A phase I change‐point method for high‐dimensional process with sparse mean shifts
- Dimension-agnostic inference using cross U-statistics
- A high‐dimensional inverse norm sign test for two‐sample location problems
- Robust high-dimensional tuning free multiple testing
- A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors
- Ridgelized Hotelling’s T2 test on mean vectors of large dimension
- Cross projection test for mean vectors via multiple random splits in high dimensions
- Two-sample test for high-dimensional covariance matrices: a normal-reference approach
- Testing homogeneity in high dimensional data through random projections
- An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity
- Sequential monitoring of high‐dimensional time series
- Multivariate Kruskal_Wallis tests based on principal component score and latent source of independent component analysis
- An adaptive weighted component test for high-dimensional means
- Homogeneity tests for high-dimensional mean vectors and covariance matrices
- Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
- Unified Tests for Nonparametric Functions in RKHS With Kernel Selection and Regularization
- Hotelling \(T^2\) test in high dimensions with application to Wilks outlier method
- Distributed hypothesis testing for large dimensional two-sample mean vectors
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