A Two-Sample Test for Equality of Means in High Dimension

Cited In (56)

Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
Hypothesis testing for high-dimensional time series via self-normalization
High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data
Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
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
A simpler spatial-sign-based two-sample test for high-dimensional data
Spatial-sign based high-dimensional location test
High-dimensional MANOVA under weak conditions
Multiple permutation test for high-dimensional data: a components-combined algorithm
High-dimensional rank-based inference
Two-sample high dimensional mean test based on prepivots
Distribution/correlation-free test for two-sample means in high-dimensional functional data with eigenvalue decay relaxed
Asymptotically independent U-statistics in high-dimensional testing
Normalizing transformation of Dempster type statistic in high-dimensional settings
Tests for parallelism and flatness hypotheses of two mean vectors in high-dimensional settings
A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
Two-sample Testing in High Dimensions
Order test for high-dimensional two-sample means
Title not available (Why is that?)
Testing linear hypothesis of high-dimensional means with unequal covariance matrices
Testing the equality of multivariate means when $p>n$ by combining the Hotelling and Simes tests
Finite sample $t$-tests for high-dimensional means
Projection-based high-dimensional sign test
A triangle test for equality of distribution functions in high dimensions
Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches
On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings
A two-sample test based on cluster subspaces for equality of mean vectors in high dimension
An overview of tests on high-dimensional means
Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
High-dimensional general linear hypothesis testing under heteroscedasticity
Distribution and correlation-free two-sample test of high-dimensional means
A more powerful test of equality of high-dimensional two-sample means
Likelihood ratio tests for many groups in high dimensions
Two-Sample Test of High Dimensional Means Under Dependence
Simultaneous test for linear model via projection
A two-sample test for mean functions with increasing number of projections
A setwise EWMA scheme for monitoring high-dimensional datastreams
Linear hypothesis testing in high-dimensional one-way MANOVA
A rank-based high-dimensional test for equality of mean vectors
Simple and efficient adaptive two-sample tests for high-dimensional data
An adaptable generalization of Hotelling's $T^2$ test in high dimension
A combined $p$-value test for the mean difference of high-dimensional data
A Simple Two-Sample Test in High Dimensions Based on L²-Norm
Graph-theoretic multisample tests of equality in distribution for high dimensional data
A Powerful Bayesian Test for Equality of Means in High Dimensions
Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests
Adaptive rank-based tests for high dimensional mean problems
A high‐dimensional inverse norm sign test for two‐sample location problems
A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors
An adaptive weighted component test for high-dimensional means
Biomarker-guided heterogeneity analysis of genetic regulations via multivariate sparse fusion
Distributed hypothesis testing for large dimensional two-sample mean vectors
The quantile-based empirical likelihood for the difference of quantiles
Validating approximate slope homogeneity in large panels
Power boosting: fusion of multiple test statistics via resampling

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