Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity
From MaRDI portal
(Redirected from Publication:6580098)
Cites work
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- A test for the mean vector with fewer observations than the dimension under non-normality
- A two-sample test for high-dimensional data with applications to gene-set testing
- An overview of tests on high-dimensional means
- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- High-dimensional MANOVA under weak conditions
- High-dimensional sparse MANOVA
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- On the \(k\)-sample Behrens-Fisher problem for high-dimensional data
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Some high-dimensional tests for a one-way MANOVA
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- The Brunn-Minkowski inequality in Gauss space
- Two-Sample Test of High Dimensional Means Under Dependence
This page was built for publication: Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6580098)
