A high dimensional two-sample test under a low dimensional factor structure
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Publication:495362
DOI10.1016/J.JMVA.2015.05.005zbMATH Open1329.62266OpenAlexW3124630005MaRDI QIDQ495362FDOQ495362
Yingying Ma, Hansheng Wang, Wei Lan
Publication date: 10 September 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.05.005
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Cites Work
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- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Common risk factors in the returns on stocks and bonds
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- A two-sample test for high-dimensional data with applications to gene-set testing
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- Two-Sample Test of High Dimensional Means Under Dependence
- Factor profiled sure independence screening
- High-dimensional covariance matrix estimation in approximate factor models
- Tests for High-Dimensional Regression Coefficients With Factorial Designs
- Testing covariates in high-dimensional regression
Cited In (18)
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure
- Title not available (Why is that?)
- A Behrens-Fisher problem for general factor models in high dimensions
- Approximate least squares estimation for spatial autoregressive models with covariates
- On two-sample mean tests under spiked covariances
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings
- A test for the \(k\) sample Behrens-Fisher problem in high dimensional data
- A feasible high dimensional randomization test for the mean vector
- Cross projection test for mean vectors via multiple random splits in high dimensions
- Two-Sample Tests for High-Dimensional Linear Regression with an Application to Detecting Interactions
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test
- A high-dimensional test for the k-sample Behrens–Fisher problem
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model
- High-dimensional general linear hypothesis testing under heteroscedasticity
- Equality tests of covariance matrices under a low-dimensional factor structure
- Linear hypothesis testing in high-dimensional one-way MANOVA
- Hotelling's \(T^2\) in separable Hilbert spaces
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