The following pages link to (Q4882268):
Displaying 17 items.
- An Inverse Norm Sign Test of Location Parameter for High-Dimensional Data (Q6617800) (← links)
- An adaptive weighted component test for high-dimensional means (Q6621345) (← links)
- Homogeneity tests for high-dimensional mean vectors and covariance matrices (Q6621347) (← links)
- Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets (Q6626296) (← links)
- Dating the break in high-dimensional data (Q6635718) (← links)
- Hotelling \(T^2\) test in high dimensions with application to Wilks outlier method (Q6640130) (← links)
- Distributed hypothesis testing for large dimensional two-sample mean vectors (Q6643222) (← links)
- Statistical inference on kurtosis of independent component model (Q6651140) (← links)
- Testing General Linear Hypotheses Under a High-Dimensional Multivariate Regression Model with Spiked Noise Covariance (Q6651383) (← links)
- Randomized test of mean function for high-frequency functional data (Q6654081) (← links)
- Testing high-dimensional regression coefficients in linear models (Q6656610) (← links)
- A new test for high-dimensional two-sample mean problems with consideration of correlation structure (Q6656617) (← links)
- On monitoring high-dimensional processes with individual observations (Q6659076) (← links)
- Asymptotic independence of the quadratic form and maximum of independent random variables with applications to high-dimensional tests (Q6661075) (← links)
- Two-sample Behrens-Fisher problems for high-dimensional data: a normal reference \(F\)-type test (Q6661263) (← links)
- Mean tests for high-dimensional time series (Q6671912) (← links)
- Power boosting: fusion of multiple test statistics via resampling (Q6671918) (← links)
