Multivariate Theory for Analyzing High Dimensional Data
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Publication:5439652
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- Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA
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- Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
- Statistical eigen-inference from large Wishart matrices
- Doubly singular matrix variate beta type I and II and singular inverted matricvariate t distributions
- Estimation of the mean vector in a singular multivariate normal distribution
- A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- A test for the global minimum variance portfolio for small sample and singular covariance
- Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
- On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)
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- Tests for a multiple-sample problem in high dimensions
- Singular inverse Wishart distribution and its application to portfolio theory
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
- Three estimators of the Mahalanobis distance in high-dimensional data
- Multivariate analysis of variance with fewer observations than the dimension
- Exponential bounds for regularized Hotelling's T2 statistic in high dimension
- Some high-dimensional tests for a one-way MANOVA
- Statistical inference under the strongly spiked eigenvalue model
- A model selection criterion for discriminant analysis of high-dimensional data with fewer observations
- A test for the \(k\) sample Behrens-Fisher problem in high dimensional data
- Analysis of Multivariate and High-Dimensional Data
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices
- Ridgelized Hotelling’s T2 test on mean vectors of large dimension
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- 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 for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem
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- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- Two-stage procedures for high-dimensional data
- On monitoring high-dimensional processes with individual observations
- 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
- Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
- Minimum distance classification rules for high dimensional data
- Test on the linear combinations of mean vectors in high-dimensional data
- A new test for sphericity of the covariance matrix for high dimensional data
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- A rank-based high-dimensional test for equality of mean vectors
- Hotelling's \(T^2\) in separable Hilbert spaces
- Interval estimation in two-group discriminant analysis under heteroscedasticity for large dimension
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- A combined \(p\)-value test for the mean difference of high-dimensional data
- \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity
- A model selection criterion for discriminant analysis of several groups when the dimension is larger than the total sample size
- Standardized Dempster's non-exact test for high-dimensional mean vectors
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