Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration
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Publication:6154025
Cites work
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- Outlier detection for high-dimensional data
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Cited in
(9)- Distributed hypothesis testing for large dimensional two-sample mean vectors
- The k-sample Behrens-Fisher problem for high-dimensional data with model free assumption
- A two-sample test for high-dimensional mean vectors via double verification
- Robust feature screening via Grothendieck's correlation with FDR control
- Test for high-dimensional linear hypothesis of mean vectors via random integration
- Testing and Support Recovery in Population-Based Image Data
- Distribution-free robust independence test for high-dimensional data via semi-Grothendieck's covariance
- Enhanced adaptive two-sample tests for high-dimensional data
- Robust independence test of functional variables via Gupta angle covariance
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