Pages that link to "Item:Q2476142"
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The following pages link to A test for the mean vector with fewer observations than the dimension (Q2476142):
Displaying 50 items.
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- Test for a mean vector with fixed or divergent dimension (Q254394) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Significance analysis of high-dimensional, low-sample size partially labeled data (Q286481) (← links)
- A simpler spatial-sign-based two-sample test for high-dimensional data (Q290723) (← links)
- Spatial-sign based high-dimensional location test (Q309597) (← links)
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567) (← links)
- Corrigendum to ``A two sample test in high dimensional data'' (Q391682) (← links)
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices (Q394093) (← links)
- High-dimensional sparse MANOVA (Q406532) (← links)
- More power via graph-structured tests for differential expression of gene networks (Q439146) (← links)
- Linear hypothesis testing in high-dimensional one-way MANOVA (Q512013) (← links)
- On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- On high-dimensional change point problem (Q525890) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- A note on high-dimensional two-sample test (Q894570) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data (Q900797) (← links)
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
- A test for independence of two sets of variables when the number of variables is large relative to the sample size (Q956401) (← links)
- Analysis of high-dimensional repeated measures designs: the one sample case (Q961127) (← links)
- A test for the mean vector with fewer observations than the dimension under non-normality (Q1000578) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- A high-dimensional two-sample test for the mean using random subspaces (Q1623444) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- A high-dimension two-sample test for the mean using cluster subspaces (Q1659362) (← links)
- On two-sample mean tests under spiked covariances (Q1661347) (← links)
- An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems (Q1663250) (← links)
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Robust two-sample test of high-dimensional mean vectors under dependence (Q1755128) (← links)
- A test for the mean vector in large dimension and small samples (Q1937204) (← links)
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test (Q2057832) (← links)
- An overview of tests on high-dimensional means (Q2062768) (← links)
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches (Q2062798) (← links)
- A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA (Q2076144) (← links)
- Neyman's truncation test for two-sample means under high dimensional setting (Q2077453) (← links)
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion (Q2092898) (← links)
- Outlier detection via a block diagonal product estimator (Q2109298) (← links)
- High-dimensional tests for mean vector: approaches without estimating the mean vector directly (Q2115215) (← links)
- Projection-based high-dimensional sign test (Q2131148) (← links)
- A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
- Testing linear hypothesis of high-dimensional means with unequal covariance matrices (Q2151597) (← links)