scientific article; zbMATH DE number 889593
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Publication:4882268
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- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
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- A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
- A revisit to Bai-Saranadasa's two-sample test
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- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- An adaptive approach for testing high-dimensional location parameters with structured correlations
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- A Behrens-Fisher problem for general factor models in high dimensions
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- A shrinkage based diagonal T 2 control chart for high dimensional data
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- Nonparametric High-Dimensional Multi-Sample Tests based on Graph Theory
- A global homogeneity test for high-dimensional linear regression
- Testing diagonality of high-dimensional covariance matrix under non-normality
- High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data
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- Moderate deviation principle for likelihood ratio test in multivariate linear regression model
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- A survey of high dimension low sample size asymptotics
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- Classification accuracy as a proxy for two-sample testing
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data
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- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Adaptive test for mean vectors of high-dimensional time series data with factor structure
- Multivariate process control charts based on the L^p depth
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