Testing high-dimensional means under sparse missing pattern
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Cites work
- A high-dimensional nonparametric multivariate test for mean vector
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
- A test for the mean vector with fewer observations than the dimension
- A test for the mean vector with fewer observations than the dimension under non-normality
- A two sample test in high dimensional data
- A two-sample test for high-dimensional data with applications to gene-set testing
- A white noise test under weak conditions
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
- scientific article; zbMATH DE number 6871570 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Large sample behaviour of high dimensional autocovariance matrices
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Some Limit Theorems for Random Functions. I
- Test for high-dimensional mean vector under missing observations
- The mixing property of bilinear and generalised random coefficient autoregressive models
- Time series. Data analysis and theory.
- Two sample tests for high-dimensional covariance matrices
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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