An adaptive two-sample test for high-dimensional means
From MaRDI portal
Publication:5384409
DOI10.1093/biomet/asw029zbMath1506.62314OpenAlexW2511041448WikidataQ38626967 ScholiaQ38626967MaRDI QIDQ5384409
Wei Pan, Li-Feng Lin, Peng Wei, Gongjun Xu
Publication date: 24 June 2019
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asw029
Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Protein sequences, DNA sequences (92D20)
Related Items
Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” ⋮ A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data ⋮ Graph-based two-sample tests for data with repeated observations ⋮ Adaptive test for mean vectors of high-dimensional time series data with factor structure ⋮ High-dimensional two-sample mean vectors test and support recovery with factor adjustment ⋮ Max-sum tests for cross-sectional independence of high-dimensional panel data ⋮ CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION ⋮ Unnamed Item ⋮ Simple and efficient adaptive two-sample tests for high-dimensional data ⋮ Asymptotically independent U-statistics in high-dimensional testing ⋮ Adaptive Tests for Bandedness of High-dimensional Covariance Matrices ⋮ Speeding up Monte Carlo simulations for the adaptive sum of powered score test with importance sampling ⋮ Finite sample \(t\)-tests for high-dimensional means ⋮ Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination ⋮ High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data ⋮ Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding ⋮ Linear Hypothesis Testing in Linear Models With High-Dimensional Responses ⋮ Adaptive Inference for Change Points in High-Dimensional Data ⋮ A Spectral-Based Framework for Hypothesis Testing in Populations of Networks ⋮ Distribution and correlation-free two-sample test of high-dimensional means ⋮ Power enhancement for testing multi-factor asset pricing models via Fisher's method ⋮ Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration ⋮ Projection Test for Mean Vector in High Dimensions ⋮ Robust high-dimensional tuning free multiple testing ⋮ A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors ⋮ High-dimensional rank-based inference ⋮ Distance-based regression analysis for measuring associations ⋮ Hypothesis testing for high-dimensional time series via self-normalization ⋮ Two-sample high dimensional mean test based on prepivots ⋮ A more powerful test of equality of high-dimensional two-sample means ⋮ Generalized Schott type tests for complete independence in high dimensions ⋮ An adaptable generalization of Hotelling's $T^2$ test in high dimension ⋮ An overview of tests on high-dimensional means ⋮ Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches ⋮ Interpretable High-Dimensional Inference Via Score Projection With an Application in Neuroimaging
