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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- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
- Identity tests for high dimensional data using RMT
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
- Testing independence in high-dimensional multivariate normal data
- Test for a mean vector with fixed or divergent dimension
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- More power via graph-structured tests for differential expression of gene networks
- Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data
- Change-point detection in multinomial data with a large number of categories
- A test for the mean vector with fewer observations than the dimension under non-normality
- A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
- Corrections to LRT on large-dimensional covariance matrix by RMT
- PCA consistency for the power spiked model in high-dimensional settings
- High-dimensional sparse MANOVA
- Direct shrinkage estimation of large dimensional precision matrix
- Accurate inference for repeated measures in high dimensions
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- On two simple and effective procedures for high dimensional classification of general populations
- A simpler spatial-sign-based two-sample test for high-dimensional data
- Spatial-sign based high-dimensional location test
- Identifying cointegration by eigenanalysis
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- High-dimensional rank-based inference
- Significance analysis of high-dimensional, low-sample size partially labeled data
- Multi-sample test for high-dimensional covariance matrices
- Variance-corrected tests for covariance structures with high-dimensional data
- Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
- Testing independence with high-dimensional correlated samples
- More powerful tests for sparse high-dimensional covariances matrices
- Variable selection in high-dimensional multivariate binary data with application to the analysis of microbial community DNA fingerprints
- Nonparametric methods in multivariate factorial designs for large number of factor levels
- Multivariate analysis of variance with fewer observations than the dimension
- A two-sample test for high-dimensional data with applications to gene-set testing
- Some high-dimensional tests for a one-way MANOVA
- Testing super-diagonal structure in high dimensional covariance matrices
- Random matrix theory in statistics: a review
- A test for the mean vector with fewer observations than the dimension
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression
- Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- Generalized \(F\) test for high dimensional linear regression coefficients
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- A guided random walk through some high dimensional problems
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- Testing covariates in high-dimensional regression
- Tests for covariance matrices in high dimension with less sample size
- Projection-based high-dimensional sign test
- Projection tests for high-dimensional spiked covariance matrices
- Testing the mean matrix in high-dimensional transposable data
- Testing the equality of two high-dimensional spatial sign covariance matrices
- Sign-based test for mean vector in high-dimensional and sparse settings
- A test for the mean vector in large dimension and small samples
- Two sample tests for high-dimensional covariance matrices
- A high-dimensional spatial rank test for two-sample location problems
- Two‐sample test based on classification probability
- Rank-based score tests for high-dimensional regression coefficients
- High-dimensional testing for proportional covariance matrices
- Likelihood ratio test in multivariate linear regression: from low to high dimension
- A nonparametric two-sample test applicable to high dimensional data
- Two-sample hypothesis testing for inhomogeneous random graphs
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
- High-dimensional classification using features annealed independence rules
- Independence test for high dimensional data based on regularized canonical correlation coefficients
- An adaptable generalization of Hotelling's \(T^2\) test in high dimension
- Calibration of the empirical likelihood for high-dimensional data
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
- Tests for covariance matrix with fixed or divergent dimension
- \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity
- Ball divergence: nonparametric two sample test
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
- 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
- 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 \(n\)
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