A high-dimensional nonparametric multivariate test for mean vector

DOI10.1080/01621459.2014.988215zbMATH Open1373.62280OpenAlexW2088292398WikidataQ30704272 ScholiaQ30704272MaRDI QIDQ5367476FDOQ5367476

Runze Li, Lan Wang, Bo Peng

Publication date: 13 October 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4734767

Recommendations

• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
• High-dimensional tests for mean vector: approaches without estimating the mean vector directly
• A nonparametric two-sample test applicable to high dimensional data
• A new test on high-dimensional mean vector without any assumption on population covariance matrix
• A two-sample test for equality of means in high dimension

zbMATH Keywords

asymptotic relative efficiencyhigh-dimensional multivariate dataHotelling \(T^2\) testnonparametric multivariate test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Cited In (79)

• Two-sample spatial rank test using projection
• Two-sample mean vector projection test in high-dimensional data
• Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing
• Reprint: Hypothesis testing on high dimensional quantile regression
• Hypothesis testing on high dimensional quantile regression
• Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration
• Robust high-dimensional alpha test for conditional time-varying factor models
• High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions
• Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests
• Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data
• Discussion on the paper ‘A review of distributed statistical inference’
• Adaptive rank-based tests for high dimensional mean problems
• Spectral analysis of Gram matrices with missing at random observations: convergence, central limit theorems, and applications in statistical inference
• A high‐dimensional inverse norm sign test for two‐sample location problems
• Robust high-dimensional tuning free multiple testing
• An adaptive weighted component test for high-dimensional means
• Projection correlation between scalar and vector variables and its use in feature screening with multi-response data
• A new test for high-dimensional two-sample mean problems with consideration of correlation structure
• Spatial-sign-based high-dimensional white noises test
• Simultaneous test for linear model via projection
• Mean tests for high-dimensional time series
• High-dimensional proportionality test of two covariance matrices and its application to gene expression data
• Standardized Dempster's non-exact test for high-dimensional mean vectors
• An Inverse Norm Sign Test of Location Parameter for High-Dimensional Data
• Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
• Title not available (Why is that?)
• Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
• Robust multivariate nonparametric tests via projection averaging
• A dynamic sampling for monitoring nonparametric multivariate processes
• Testing the equality of two high‐dimensional spatial sign covariance matrices
• 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
• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
• High-dimensional rank-based inference
• Robust inference for change points in high dimension
• Test for high-dimensional mean vector under missing observations
• Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
• A unified approach to testing mean vectors with large dimensions
• Use of multivariate distance measures for high‐dimensional data in tests for difference, superiority, equivalence and non‐inferiority
• High dimensional efficiency with applications to change point tests
• Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
• Tests for parallelism and flatness hypotheses of two mean vectors in high-dimensional settings
• A feasible high dimensional randomization test for the mean vector
• Adaptive Huber regression on Markov-dependent data
• Robust two-sample test of high-dimensional mean vectors under dependence
• Adaptive Huber Regression
• A p-value based dimensionality reduction test for high dimensional means
• Finite sample \(t\)-tests for high-dimensional means
• Projection-based high-dimensional sign test
• Testing high-dimensional mean vector with applications. A normal reference approach
• Sign-based test for mean vector in high-dimensional and sparse settings
• High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
• 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
• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
• High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution
• Comparison of a large number of regression curves
• Some high-dimensional one-sample tests based on functions of interpoint distances
• A high-dimensional spatial rank test for two-sample location problems
• High-dimensional general linear hypothesis testing under heteroscedasticity
• High dimensional two-sample test based on the inter-point distance
• Distributed adaptive Huber regression
• Distribution and correlation-free two-sample test of high-dimensional means
• Two-sample test in high dimensions through random selection
• Test for high dimensional partially linear models
• A setwise EWMA scheme for monitoring high-dimensional datastreams
• Linear hypothesis testing in high-dimensional one-way MANOVA
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
• Multivariate tests of independence and their application in correlation analysis between financial markets
• A rank-based high-dimensional test for equality of mean vectors
• Simple and efficient adaptive two-sample tests for high-dimensional data
• Title not available (Why is that?)
• 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
• On weighted multivariate sign functions
• Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices

This page was built for publication: A high-dimensional nonparametric multivariate test for mean vector

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5367476)