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

DOI10.1016/J.CAM.2017.10.022MaRDI QIDQ679574zbMATHOpenAlexFDO

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

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

Monte Carlo testingHotelling's testinference in high dimension

Mathematics Subject Classification ID

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

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Cited in

(6)

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

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