Pages that link to "Item:Q2443204"
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The following pages link to Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence (Q2443204):
Displayed 25 items.
- Higher criticism for large-scale inference, especially for rare and weak effects (Q254401) (← links)
- Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
- An adaptive decorrelation procedure for signal detection (Q830600) (← links)
- A note on high-dimensional two-sample test (Q894570) (← links)
- Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- Detecting rare and faint signals via thresholding maximum likelihood estimators (Q1750291) (← links)
- An overview of tests on high-dimensional means (Q2062768) (← links)
- Large-scale inference with block structure (Q2148988) (← links)
- Distribution and correlation-free two-sample test of high-dimensional means (Q2196222) (← links)
- Mean vector testing for high-dimensional dependent observations (Q2374404) (← links)
- Some high-dimensional one-sample tests based on functions of interpoint distances (Q2404413) (← links)
- Optimal classification in sparse Gaussian graphic model (Q2438761) (← links)
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence (Q2443204) (← links)
- Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- Thresholding-based outlier detection for high-dimensional data (Q4960672) (← links)
- Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients (Q5089451) (← links)
- A setwise EWMA scheme for monitoring high-dimensional datastreams (Q5107058) (← links)
- TESTING CONSTANCY OF CONDITIONAL VARIANCE IN HIGH DIMENSION (Q5134495) (← links)
- Mendelian Randomization Test of Causal Effect Using High-Dimensional Summary Data (Q6069873) (← links)
- Finite sample \(t\)-tests for high-dimensional means (Q6097558) (← links)
- Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- Sharp optimality for high-dimensional covariance testing under sparse signals (Q6183765) (← links)