Pages that link to "Item:Q391567"
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The following pages link to Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567):
Displaying 13 items.
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- Hotelling's \(T^2\) in separable Hilbert spaces (Q1661352) (← links)
- Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels (Q1786575) (← links)
- Maximum test for a sequence of quadratic form statistics about score test in logistic regression model (Q2153155) (← links)
- Testing high-dimensional mean vector with applications. A normal reference approach (Q2165834) (← links)
- Accurate inference for repeated measures in high dimensions (Q2283568) (← links)
- A feasible high dimensional randomization test for the mean vector (Q2317248) (← links)
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model (Q2329874) (← links)
- Change-Point Detection of the Mean Vector with Fewer Observations than the Dimension Using Instantaneous Normal Random Projections (Q2833372) (← links)
- Analysis of high-dimensional one group repeated measures designs (Q3462154) (← links)
- (Q5004041) (← links)
- (Q5011468) (← links)
- A Simple Two-Sample Test in High Dimensions Based on <i>L</i><sup>2</sup>-Norm (Q5130640) (← links)