Pages that link to "Item:Q5623127"
From MaRDI portal
The following pages link to A Significance Test for the Separation of Two Highly Multivariate Small Samples (Q5623127):
Displaying 50 items.
- Significance analysis of high-dimensional, low-sample size partially labeled data (Q286481) (← links)
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567) (← links)
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices (Q394093) (← links)
- A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations (Q421396) (← 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)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- Multivariate analysis of variance with fewer observations than the dimension (Q855900) (← links)
- Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data (Q900797) (← links)
- How to compare small multivariate samples using nonparametric tests (Q1023860) (← 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)
- MATS: inference for potentially singular and heteroscedastic MANOVA (Q1742739) (← links)
- Graphical comparisons of multivariate data (Q1821436) (← links)
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966) (← links)
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← links)
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755) (← 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 unified approach to testing mean vectors with large dimensions (Q2176339) (← links)
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model (Q2329874) (← links)
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension (Q2350049) (← links)
- High-dimensional general linear hypothesis testing under heteroscedasticity (Q2407078) (← links)
- Some high-dimensional tests for a one-way MANOVA (Q2474245) (← links)
- Nonparametric methods in multivariate factorial designs for large number of factor levels (Q2475742) (← links)
- A test for the mean vector with fewer observations than the dimension (Q2476142) (← links)
- Tests for a Multiple-Sample Problem in High Dimensions (Q2815361) (← links)
- On Test Statistics in Profile Analysis with High-dimensional Data (Q2828780) (← links)
- Tests for mean vectors in high dimension (Q2870766) (← links)
- Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size (Q2876145) (← links)
- A Test for Multivariate Analysis of Variance in High Dimension (Q2920062) (← links)
- Classification procedures using principal component analysis and stepwise discriminant function (Q3135365) (← links)
- A Test for the Equality of Means of Two Groups with Different Variances When the Sample Size and the Dimension are Large (Q3585302) (← links)
- The analysis of small-sample multivariate data (Q4512666) (← links)
- Statistical inference for high-dimension, low-sample-size data (Q4568290) (← links)
- A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large (Q4976231) (← links)
- High-dimensional MANOVA under weak conditions (Q5004986) (← links)
- (Q5011279) (← links)
- (Q5074856) (← links)
- Testing independence in high-dimensional multivariate normal data (Q5078556) (← links)
- High-dimensional rank-based inference (Q5114476) (← links)
- A Simple Two-Sample Test in High Dimensions Based on <i>L</i><sup>2</sup>-Norm (Q5130640) (← links)
- A rank-based test for monotone trends in <i>k</i>-sample multivariate problems (Q5875265) (← links)