Simultaneous testing of mean vector and covariance matrix for high-dimensional data
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Cites work
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Distribution of the likelihood ratio criterion for testing =_0, =_0
- Likelihood ratio tests for high-dimensional normal distributions
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
- Testing a covariance matrix: exact null distribution of its likelihood criterion
- Tests for high-dimensional covariance matrices
- Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
Cited in
(17)- Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics
- Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
- Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings
- Tests for parallelism and flatness hypotheses of two mean vectors in high-dimensional settings
- Projected tests for high-dimensional covariance matrices
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Homogeneity tests for high-dimensional mean vectors and covariance matrices
- Testing the equality of multivariate means when \(p>n\) by combining the Hotelling and Simes tests
- Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels
- A p-value based dimensionality reduction test for high dimensional means
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
- Hotelling's \(T^2\) in separable Hilbert spaces
- Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
- A combined \(p\)-value test for the mean difference of high-dimensional data
- Standardized Dempster's non-exact test for high-dimensional mean vectors
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