Tests for mean vectors in high dimension
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Cites work
- A High Dimensional Two Sample Significance Test
- A Significance Test for the Separation of Two Highly Multivariate Small Samples
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- A test for the mean vector with fewer observations than the dimension
- A two-sample test for high-dimensional data with applications to gene-set testing
- A well-conditioned estimator for large-dimensional covariance matrices
- Array variate random variables with multiway Kronecker delta covariance matrix structure
- First-Order Methods for Sparse Covariance Selection
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- scientific article; zbMATH DE number 1391247 (Why is no real title available?)
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Models with a Kronecker product covariance structure: estimation and testing
- Modified linear discriminant analysis approaches for classification of high-dimensional microarray data
- Multivariate Theory for Analyzing High Dimensional Data
- Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
- Power of the Sequential Monte Carlo Test
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
- Two-stage procedures for high-dimensional data
Cited in
(13)- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
- Bayesian Monte Carlo testing with one-dimensional measures of evidence
- A rank-based high-dimensional test for equality of mean vectors
- Sign-based test for mean vector in high-dimensional and sparse settings
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
- scientific article; zbMATH DE number 5952281 (Why is no real title available?)
- Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data
- A two-sample test based on cluster subspaces for equality of mean vectors in high dimension
- High-dimensional data monitoring using support machines
- Tests for parallelism and flatness hypotheses of two mean vectors in high-dimensional settings
- A p-value based dimensionality reduction test for high dimensional means
- Finite sample t-tests for high-dimensional means
- Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
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