Multivariate Theory for Analyzing High Dimensional Data
DOI10.14490/JJSS.37.53zbMATH Open1140.62047OpenAlexW1973389914MaRDI QIDQ5439652FDOQ5439652
Authors: Muni S. Srivastava
Publication date: 11 February 2008
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss.37.53
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- Testing the equality of several covariance matrices with fewer observations than the dimension
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- Tests for mean vectors in high dimension
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
- Analysis of high-dimensional one group repeated measures designs
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
- Recent advances in shrinkage-based high-dimensional inference
- Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- Two-stage procedures for high-dimensional data
- Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem
- Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
- Distribution and correlation-free two-sample test of high-dimensional means
- Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control
- Minimum distance classification rules for high dimensional data
- Test on the linear combinations of mean vectors in high-dimensional data
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- A new test for sphericity of the covariance matrix for high dimensional data
- A rank-based high-dimensional test for equality of mean vectors
- Hotelling's \(T^2\) in separable Hilbert spaces
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- A Powerful Bayesian Test for Equality of Means in High Dimensions
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