scientific article; zbMATH DE number 889593
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Publication:4882268
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Cited in
(only showing first 100 items - show all)- High-dimensional classification using features annealed independence rules
- A test for the mean vector with fewer observations than the dimension under non-normality
- How to compare small multivariate samples using nonparametric tests
- On the \(k\)-sample Behrens-Fisher problem for high-dimensional data
- Corrections to LRT on large-dimensional covariance matrix by RMT
- 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
- Two sample tests for high-dimensional covariance matrices
- An adaptable generalization of Hotelling's T^2 test in high dimension
- Adaptive test for mean vectors of high-dimensional time series data with factor structure
- A high-dimensional two-sample test for the mean using random subspaces
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
- Ball divergence: nonparametric two sample test
- Self-normalization: taming a wild population in a heavy-tailed world
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
- A high-dimension two-sample test for the mean using cluster subspaces
- Jackknife empirical likelihood test for high-dimensional regression coefficients
- On two-sample mean tests under spiked covariances
- A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
- An adaptive test for the mean vector in large-p-small-n problems
- Tests for comparison of multiple endpoints with application to omics data
- Variance-corrected tests for covariance structures with high-dimensional data
- Comparison of a large number of regression curves
- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- A note on the unbiased estimator of \(\mathbf{\Sigma}^2\)
- Distribution-free high-dimensional two-sample tests based on discriminating hyperplanes
- Generalized F-test for high dimensional regression coefficients of partially linear models
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
- Testing independence with high-dimensional correlated samples
- Projection tests for high-dimensional spiked covariance matrices
- Robust two-sample test of high-dimensional mean vectors under dependence
- On the dimension effect of regularized linear discriminant analysis
- Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels
- On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings
- Change-point detection in multinomial data with a large number of categories
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Inference on high-dimensional mean vectors with fewer observations than the dimension
- A test for the mean vector in large dimension and small samples
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
- Robust multivariate nonparametric tests via projection averaging
- Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
- Tests for regression coefficients in high dimensional partially linear models
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data
- 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
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
- A high dimensional nonparametric test for proportional covariance matrices
- Hypothesis tests for high-dimensional covariance structures
- High-dimensional linear models: a random matrix perspective
- 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
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
- Test on the linear combinations of covariance matrices in high-dimensional data
- A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA
- Neyman's truncation test for two-sample means under high dimensional setting
- Consistency of the objective general index in high-dimensional settings
- Spatial rank-based high-dimensional change point detection via random integration
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
- One-way MANOVA for functional data via Lawley-Hotelling trace test
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model
- High-dimensional tests for mean vector: approaches without estimating the mean vector directly
- Projection-based high-dimensional sign test
- Linear hypothesis testing in high-dimensional one-way MANOVA: a new normal reference approach
- Some clustering-based exact distribution-free \(k\)-sample tests applicable to high dimension, low sample size data
- Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model
- A rank-based high-dimensional test for equality of mean vectors
- Testing linear hypothesis of high-dimensional means with unequal covariance matrices
- Maximum test for a sequence of quadratic form statistics about score test in logistic regression model
- Testing the equality of multivariate means when \(p>n\) by combining the Hotelling and Simes tests
- Testing high-dimensional mean vector with applications. A normal reference approach
- Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches
- A unified approach to testing mean vectors with large dimensions
- Testing proportionality of two high-dimensional covariance matrices
- Distribution and correlation-free two-sample test of high-dimensional means
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
- Hypothesis testing for high-dimensional time series via self-normalization
- Test for high-dimensional mean vector under missing observations
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
- Two-sample test in high dimensions through random selection
- Two-sample high dimensional mean test based on prepivots
- A more powerful test of equality of high-dimensional two-sample means
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood
- Tests for covariance matrices in high dimension with less sample size
- A global homogeneity test for high-dimensional linear regression
- Two-sample test for sparse high-dimensional multinomial distributions
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
- Accurate inference for repeated measures in high dimensions
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Sign-based test for mean vector in high-dimensional and sparse settings
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices
- A high-dimensional spatial rank test for two-sample location problems
- Projected tests for high-dimensional covariance matrices
- A feasible high dimensional randomization test for the mean vector
- A test for the k sample Behrens-Fisher problem in high dimensional data
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