scientific article; zbMATH DE number 7376764
From MaRDI portal
Publication:5004041
Recommendations
- A test for multivariate analysis of variance in high dimension
- Directional testing for high dimensional multivariate normal distributions
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure
- Tests for multivariate analysis of variance in high dimension under non-normality
- Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data
- A high-dimensional nonparametric multivariate test for mean vector
- Likelihood ratio test in multivariate linear regression: from low to high dimension
- Multi-sample test for high-dimensional covariance matrices
- Mean vector testing for high-dimensional dependent observations
- scientific article; zbMATH DE number 2147964
Cites work
- A feasible high dimensional randomization test for the mean vector
- A general framework for consistency of principal component analysis
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
- A high dimensional two-sample test under a low dimensional factor structure
- A survey of high dimension low sample size asymptotics
- A test for the k sample Behrens-Fisher problem in high dimensional data
- A two-sample test for high-dimensional data with applications to gene-set testing
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
- Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance
- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- Distributed estimation of principal eigenspaces
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- High-dimensional general linear hypothesis testing under heteroscedasticity
- High-dimensional sparse MANOVA
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- scientific article; zbMATH DE number 3426633 (Why is no real title available?)
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Linear hypothesis testing in high-dimensional one-way MANOVA
- Multivariate Theory for Analyzing High Dimensional Data
- On a Heuristic Method of Test Construction and its use in Multivariate Analysis
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- On two-sample mean tests under spiked covariances
- Optimal estimation and rank detection for sparse spiked covariance matrices
- Some high-dimensional tests for a one-way MANOVA
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
- Tests for multivariate analysis of variance in high dimension under non-normality
- The maximal data piling direction for discrimination
- Two-sample behrens-fisher problem for high-dimensional data
- Two-Sample Test of High Dimensional Means Under Dependence
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
Cited in
(6)- Testing linear hypothesis of high-dimensional means with unequal covariance matrices
- Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data
- A generalized likelihood ratio test for linear hypothesis of k -sample means in high dimension
- Randomized empirical likelihood test for ultra-high dimensional means under general covariances
- High-dimensional projection-based ANOVA test
- Multivariate analysis of variance with fewer observations than the dimension
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5004041)
