Cited in
(24)- 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
- Covariance-based sample selection for heterogeneous data: applications to gene expression and autism risk gene detection
- Projected tests for high-dimensional covariance matrices
- EDAseq
- highD2pop
- topologyGSA
- LAS
- DGCA
- asht
- Genefilter
- hdi
- quantilogram
- DNA
- highmean
- Confidence regions for entries of a large precision matrix
- nethet
- discordant
- Testing for high-dimensional white noise using maximum cross-correlations
- Testing proportionality of two high-dimensional covariance matrices
- Tests for high-dimensional covariance matrices
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
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