Statistical hypothesis testing for high-dimension, low-sample-size data
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Cites work
- A High Dimensional Two Sample Significance Test
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- A quadratic classifier for high-dimension, low-sample-size data under the strongly spiked eigenvalue model
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- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Atomic Decomposition by Basis Pursuit
- Compressed sensing
- Covariance regularization by thresholding
- Dependent central limit theorems and invariance principles
- Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
- Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
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- Hypothesis tests for high-dimensional covariance structures
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- Multivariate Theory for Analyzing High Dimensional Data
- On the distribution of the largest eigenvalue in principal components analysis
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- PCA consistency for the power spiked model in high-dimensional settings
- Regularized estimation of large covariance matrices
- Statistical inference for high-dimension, low-sample-size data
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Two sample tests for high-dimensional covariance matrices
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
- Two-stage procedures for high-dimensional data
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