Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension

DOI10.1016/j.cam.2017.10.022zbMath1480.62164OpenAlexW2770867468MaRDI QIDQ679574

Weslei L. de Figueiredo, Edgard M. Maboudou-Tchao, Ivair R. Silva

Publication date: 11 January 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.10.022

zbMATH Keywords

Hotelling's testinference in high dimensionMonte Carlo testing

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

Related Items (5)

Kronecker delta method for testing independence between two vectors in high-dimension ⋮ Frequentist-Bayesian Monte Carlo testing ⋮ Confidence-credible intervals ⋮ High-dimensional data monitoring using support machines ⋮ Bayesian Monte Carlo testing with one-dimensional measures of evidence

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