On testing the equality of high dimensional mean vectors with unequal covariance matrices
From MaRDI portal
Publication:520564
DOI10.1007/s10463-015-0543-8zbMath1396.62106arXiv1406.6569OpenAlexW1826280061MaRDI QIDQ520564
Publication date: 5 April 2017
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.6569
Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10) Asymptotic properties of parametric tests (62F05)
Related Items
Two-sample Behrens-Fisher problems for high-dimensional data: a normal reference approach, Testing high-dimensional mean vector with applications. A normal reference approach, Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data, A unified approach to testing mean vectors with large dimensions, Normalizing transformation of Dempster type statistic in high-dimensional settings, A note on the unbiased estimator of \(\mathbf{\Sigma}^2\), An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity, A high-dimensional test for the k-sample Behrens–Fisher problem, High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data, Distribution and correlation-free two-sample test of high-dimensional means, Unnamed Item, High-dimensional rank-based inference, High-dimensional general linear hypothesis tests via non-linear spectral shrinkage, Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension, Multi-sample test for high-dimensional covariance matrices, A two-sample test for the equality of univariate marginal distributions for high-dimensional data, On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings, High-dimensional linear models: a random matrix perspective, Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test, Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches, Test on the linear combinations of covariance matrices in high-dimensional data, A test for the \(k\) sample Behrens-Fisher problem in high dimensional data, High-dimensional MANOVA under weak conditions, A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure, Likelihood ratio tests under model misspecification in high dimensions, Moderate deviation principle for likelihood ratio test in multivariate linear regression model
Cites Work
- Unnamed Item
- Unnamed Item
- A two sample test in high dimensional data
- Two sample tests for high-dimensional covariance matrices
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- High-dimensional sparse MANOVA
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Multivariate analysis of variance with fewer observations than the dimension
- Testing the equality of several covariance matrices with fewer observations than the dimension
- A test for the mean vector with fewer observations than the dimension under non-normality
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Tests for multivariate analysis of variance in high dimension under non-normality
- A two-sample test for high-dimensional data with applications to gene-set testing
- Some high-dimensional tests for a one-way MANOVA
- A test for the mean vector with fewer observations than the dimension
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
- Multivariate Theory for Analyzing High Dimensional Data
- A Significance Test for the Separation of Two Highly Multivariate Small Samples
- A High Dimensional Two Sample Significance Test
- A GENERALIZATION OF FISHER'S z TEST
- Some New Test Criteria in Multivariate Analysis
- Multivariate Statistics
