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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- Empirical likelihood test for the equality of several high-dimensional covariance matrices
- 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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- Tests for high-dimensional single-index models
- 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
- 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
- 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
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