scientific article; zbMATH DE number 889593
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Publication:4882268
zbMATH Open0848.62030MaRDI QIDQ4882268FDOQ4882268
Publication date: 28 October 1996
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Cited In (only showing first 100 items - show all)
- 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
- Testing for Trends in High-Dimensional Time Series
- 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
- 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
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
- 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
- Testing the equality of two high‐dimensional spatial sign covariance matrices
- 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
- 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
- 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
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension
- 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
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