The following pages link to (Q4882268):
Displaying 50 items.
- A test for the \(k\) sample Behrens-Fisher problem in high dimensional data (Q2317297) (← links)
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309) (← links)
- \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity (Q2320970) (← links)
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model (Q2329874) (← links)
- Independence test for high dimensional data based on regularized canonical correlation coefficients (Q2343952) (← links)
- A new test for part of high dimensional regression coefficients (Q2348453) (← links)
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension (Q2350049) (← links)
- Mean vector testing for high-dimensional dependent observations (Q2374404) (← links)
- A two-sample test for high-dimensional data with applications to gene-set testing (Q2380090) (← links)
- Calibration of the empirical likelihood for high-dimensional data (Q2393156) (← links)
- Test on the linear combinations of mean vectors in high-dimensional data (Q2398084) (← links)
- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices (Q2398414) (← links)
- High-dimensional general linear hypothesis testing under heteroscedasticity (Q2407078) (← links)
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters (Q2409625) (← links)
- High dimensional two-sample test based on the inter-point distance (Q2418056) (← links)
- New insights on permutation approach for hypothesis testing on functional data (Q2418376) (← links)
- High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
- Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces (Q2419665) (← links)
- A combined \(p\)-value test for the mean difference of high-dimensional data (Q2423870) (← links)
- A guided random walk through some high dimensional problems (Q2431011) (← links)
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting (Q2434134) (← links)
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence (Q2443204) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- Empirical likelihood test for high dimensional linear models (Q2452783) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← 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)
- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions (Q2516392) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
- Classification accuracy as a proxy for two-sample testing (Q2656602) (← links)
- Empirical likelihood test for regression coefficients in high dimensional partially linear models (Q2661944) (← links)
- Tests for high-dimensional single-index models (Q2681748) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- A Behrens-Fisher problem for general factor models in high dimensions (Q2692937) (← links)
- Regularised MANOVA for high-dimensional data (Q2802885) (← links)
- Tests for mean vectors in high dimension (Q2870766) (← links)
- Variable Selection in High-Dimensional Multivariate Binary Data with Application to the Analysis of Microbial Community DNA Fingerprints (Q3078956) (← links)
- A Powerful Bayesian Test for Equality of Means in High Dimensions (Q3121565) (← links)
- Inference for low- and high-dimensional multigroup repeated measures designs with unequal covariance matrices (Q3188695) (← links)
- Testing the mean matrix in high‐dimensional transposable data (Q3465741) (← links)
- Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes (Q3631449) (← links)
- Challenges for Panel Financial Analysis (Q4558820) (← links)
- Statistical inference for high-dimension, low-sample-size data (Q4568290) (← links)
- Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data (Q4569339) (← links)
- A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model (Q4578226) (← links)
- A two-sample test for mean functions with increasing number of projections (Q4579990) (← links)
- Testing the equality of two high‐dimensional spatial sign covariance matrices (Q4629282) (← links)
