A simultaneous test of mean vector and covariance matrix in high-dimensional settings
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- A high dimensional two-sample test under a low dimensional factor structure
- A test for the \(k\) sample Behrens-Fisher problem in high dimensional data
- A test for the mean vector in large dimension and small samples
- A test for the mean vector with fewer observations than the dimension
- A test on linear hypothesis of \(k\)-sample means in high-dimensional data
- A two-sample test for high-dimensional data with applications to gene-set testing
- Analysis of high-dimensional one group repeated measures designs
- Minimax bounds for sparse PCA with noisy high-dimensional data
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- On estimation of the noise variance in high dimensional probabilistic principal component analysis
- On two-sample mean tests under spiked covariances
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data
- Sparse PCA: optimal rates and adaptive estimation
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
- Tests for high-dimensional covariance matrices
Cited in
(13)- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
- A new test on high-dimensional mean vector without any assumption on population covariance matrix
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
- Tests for parallelism and flatness hypotheses of two mean vectors in high-dimensional settings
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
- ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL
- One-sided multivariate test for two population means with common unknown covariance matrices of high-dimensional data
- Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
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