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
Title of this publication is not available (Why is that?)
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- Graphical Comparison of High‐Dimensional Distributions
- Unified multivariate hypergeometric interpoint distances
- Analysis of high-dimensional repeated measures designs: the one sample case
- Comparison of exact parametric tests for high-dimensional data
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment
- Two sample tests for high-dimensional autocovariances
- Two-sample Behrens-Fisher problems for high-dimensional data: a normal reference approach
- A high-dimensional two-sample test for the mean using random subspaces
- A high-dimension two-sample test for the mean using cluster subspaces
- Distribution-free high-dimensional two-sample tests based on discriminating hyperplanes
- A survey of high dimension low sample size asymptotics
- Jackknife empirical likelihood test for high-dimensional regression coefficients
- An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems
- Adaptive test for mean vectors of high-dimensional time series data with factor structure
- On two-sample mean tests under spiked covariances
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
- On the \(k\)-sample Behrens-Fisher problem for high-dimensional data
- A unified approach to testing mean vectors with large dimensions
- Test on the linear combinations of covariance matrices in high-dimensional data
- TESTING CONSTANCY OF CONDITIONAL VARIANCE IN HIGH DIMENSION
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Variance-estimation-free test of significant covariates in high-dimensional regression
- Test for high dimensional regression coefficients of partially linear models
- On high-dimensional change point problem
- A new test for part of high dimensional regression coefficients
- A test for the \(k\) sample Behrens-Fisher problem in high dimensional data
- Order test for high-dimensional two-sample means
- New insights on permutation approach for hypothesis testing on functional data
- Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure
- A Darling-Erdős type result for stationary ellipsoids
- Tests for mean vectors in high dimension
- A generalized likelihood ratio test for linear hypothesis of k -sample means in high dimension
- A note on high-dimensional two-sample test
- Estimation of functionals of sparse covariance matrices
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model
- A high dimensional two-sample test under a low dimensional factor structure
- Tests for regression coefficients in high dimensional partially linear models
- Hypothesis tests for high-dimensional covariance structures
- Multiple change-points detection in high dimension
- Two sample test for high-dimensional partially paired data
- Distribution and correlation-free two-sample test of high-dimensional means
- A more powerful test of equality of high-dimensional two-sample means
- Two-sample test in high dimensions through random selection
- Mean vector testing for high-dimensional dependent observations
- A new nonparametric test for high-dimensional regression coefficients
- A setwise EWMA scheme for monitoring high-dimensional datastreams
- How to compare small multivariate samples using nonparametric tests
- High-dimensional rank tests for sphericity
- Linear hypothesis testing in high-dimensional one-way MANOVA
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- A rank-based high-dimensional test for equality of mean vectors
- On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector
- On high dimensional two-sample tests based on nearest neighbors
- A Simple Two-Sample Test in High Dimensions Based on L2-Norm
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- Testing of high dimensional mean vectors via approximate factor model
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- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation
- A Powerful Bayesian Test for Equality of Means in High Dimensions
- 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 \(n\)
- 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
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