A Simple Two-Sample Test in High Dimensions Based on L2-Norm
From MaRDI portal
Publication:5130640
DOI10.1080/01621459.2019.1604366zbMath1445.62123OpenAlexW2938490590MaRDI QIDQ5130640
Ming-Yen Cheng, Jin-Ting Zhang, Bu Zhou, Jia Guo
Publication date: 28 October 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2019.1604366
high-dimensional dataWelch-Satterthwaite \(\chi^2\)-approximation\( \chi^2\)-type mixturesHotelling's \(T^2\)-test
Related Items (23)
Hypothesis Testing in High-Dimensional Linear Regression: A Normal Reference Scale-Invariant Test ⋮ Two-sample Behrens-Fisher problems for high-dimensional data: a normal reference approach ⋮ Linear hypothesis testing in high-dimensional one-way MANOVA: a new normal reference approach ⋮ A high-dimensional test on linear hypothesis of means under a low-dimensional factor model ⋮ Testing high-dimensional mean vector with applications. A normal reference approach ⋮ Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches ⋮ A high-dimensional test for the k-sample Behrens–Fisher problem ⋮ Linear Hypothesis Testing in Linear Models With High-Dimensional Responses ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration ⋮ Two-sample Behrens–Fisher problems for high-dimensional data: a normal reference scale-invariant test ⋮ Limiting distributions of graph-based test statistics on sparse and dense graphs ⋮ Robust high-dimensional tuning free multiple testing ⋮ A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors ⋮ Testing equality of several distributions in separable metric spaces: a maximum mean discrepancy based approach ⋮ Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test ⋮ An overview of tests on high-dimensional means ⋮ Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches ⋮ A further study on Chen-Qin's test for two-sample Behrens-Fisher problems for high-dimensional data ⋮ A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA ⋮ Spatial rank-based high-dimensional change point detection via random integration ⋮ High-dimensional MANOVA under weak conditions ⋮ A revisit to Bai–Saranadasa's two-sample test
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sure independence screening in generalized linear models with NP-dimensionality
- A unified approach to model selection and sparse recovery using regularized least squares
- A constructive approach to the estimation of dimension reduction directions
- A two sample test in high dimensional data
- Tests for covariance matrix with fixed or divergent dimension
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
- Linear hypothesis testing in high-dimensional one-way MANOVA
- Approximated distributions of the weighted sum of correlated chi-squared random variables
- Robust rank correlation based screening
- High-dimensional classification using features annealed independence rules
- Dimension reduction for conditional mean in regression
- Nonconcave penalized likelihood with a diverging number of parameters.
- Tests for multivariate analysis of variance in high dimension under non-normality
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
- Innovated interaction screening for high-dimensional nonlinear classification
- A two-sample test for high-dimensional data with applications to gene-set testing
- A test for the mean vector with fewer observations than the dimension
- Synthesis of variance
- Penalized Classification using Fisher’s Linear Discriminant
- Two-sample behrens-fisher problem for high-dimensional data
- Analysis of high-dimensional one group repeated measures designs
- Asymptotic Statistics
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Two-Sample Test of High Dimensional Means Under Dependence
- Tests for High-Dimensional Covariance Matrices
- Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
- A Two-Sample Test for Equality of Means in High Dimension
- A High-Dimensional Nonparametric Multivariate Test for Mean Vector
- Local Linear Regression on Manifolds and Its Geometric Interpretation
- A Multiple-Index Model and Dimension Reduction
- Computing the distribution of quadratic forms in normal variables
- A Significance Test for the Separation of Two Highly Multivariate Small Samples
- A High Dimensional Two Sample Significance Test
- A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant
- Approximate and Asymptotic Distributions of Chi-Squared–Type Mixtures With Applications
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
This page was built for publication: A Simple Two-Sample Test in High Dimensions Based on L2-Norm