HDtest

swMATH20381CRANHDtestMaRDI QIDQ32200FDOQ32200

High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series

Meng Cao

Last update: 13 September 2018

Copyright license: Apache License

Software version identifier: 0.1, 2.1

Source code repository: https://github.com/cran/HDtest

Described by source

• Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity

Cited In (11)

• Covariance-Based Sample Selection for Heterogeneous Data: Applications to Gene Expression and Autism Risk Gene Detection
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment
• Two sample tests for high-dimensional autocovariances
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
• Projected tests for high-dimensional covariance matrices
• Confidence regions for entries of a large precision matrix
• Testing for high-dimensional white noise using maximum cross-correlations
• Testing proportionality of two high-dimensional covariance matrices
• Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
• Tests for high-dimensional covariance matrices

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