Pages that link to "Item:Q5384409"

The following pages link to An adaptive two-sample test for high-dimensional means (Q5384409):

Displaying 30 items.

• An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
• Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← 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)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
• Distribution and correlation-free two-sample test of high-dimensional means (Q2196222) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
• A more powerful test of equality of high-dimensional two-sample means (Q2242183) (← links)
• Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
• Distance-based regression analysis for measuring associations (Q2699274) (← links)
• (Q4969222) (← links)
• A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data (Q5037816) (← links)
• Graph-based two-sample tests for data with repeated observations (Q5037832) (← links)
• CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION (Q5066778) (← links)
• Simple and efficient adaptive two-sample tests for high-dimensional data (Q5079073) (← links)
• High-dimensional rank-based inference (Q5114476) (← links)
• Interpretable High-Dimensional Inference Via Score Projection With an Application in Neuroimaging (Q5231509) (← links)
• Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880055) (← links)
• Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
• Speeding up Monte Carlo simulations for the adaptive sum of powered score test with importance sampling (Q6079336) (← links)
• Finite sample \(t\)-tests for high-dimensional means (Q6097558) (← links)
• Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination (Q6103258) (← links)
• Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
• A Spectral-Based Framework for Hypothesis Testing in Populations of Networks (Q6144621) (← links)
• Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
• Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
• A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors (Q6185128) (← links)