The following pages link to (Q4882268):
Displaying 50 items.
- A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
- New Tests for High-Dimensional Linear Regression Based on Random Projection (Q6039886) (← links)
- A two sample test based on U-statistic for functional data (Q6043150) (← links)
- A <i>p</i>-value based dimensionality reduction test for high dimensional means (Q6044807) (← links)
- Robust high-dimensional alpha test for conditional time-varying factor models (Q6044817) (← links)
- Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data (Q6050285) (← links)
- Distribution/correlation-free test for two-sample means in high-dimensional functional data with eigenvalue decay relaxed (Q6051327) (← links)
- Normalizing transformation of Dempster type statistic in high-dimensional settings (Q6053901) (← links)
- A phase I change‐point method for high‐dimensional process with sparse mean shifts (Q6054755) (← links)
- A new test for high‐dimensional regression coefficients in partially linear models (Q6059428) (← links)
- Testing block‐diagonal covariance structure for high‐dimensional data (Q6063605) (← links)
- Ridgelized Hotelling’s T<sup>2</sup> test on mean vectors of large dimension (Q6063738) (← links)
- Graphical Comparison of High‐Dimensional Distributions (Q6064135) (← links)
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
- An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity (Q6071712) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
- Multivariate Kruskal_Wallis tests based on principal component score and latent source of independent component analysis (Q6075171) (← links)
- Unified Tests for Nonparametric Functions in RKHS With Kernel Selection and Regularization (Q6086171) (← links)
- A generalized likelihood ratio test for linear hypothesis of <i>k</i> -sample means in high dimension (Q6089135) (← links)
- Finite sample \(t\)-tests for high-dimensional means (Q6097558) (← links)
- High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data (Q6107199) (← links)
- Linear Hypothesis Testing in Linear Models With High-Dimensional Responses (Q6110696) (← links)
- Test for homogeneity of random objects on manifolds with applications to biological shape analysis (Q6112553) (← links)
- A robust Hotelling test statistic for one sample case in high dimensional data (Q6114242) (← links)
- STATISTICAL INFERENCE WITH <i>F</i>-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA (Q6145544) (← links)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
- Reprint: Hypothesis testing on high dimensional quantile regression (Q6150539) (← links)
- Hypothesis testing on high dimensional quantile regression (Q6152590) (← links)
- A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)
- Two-sample multivariate tests for high-dimensional data when one covariance matrix is unknown (Q6171521) (← links)
- Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)
- A high‐dimensional inverse norm sign test for two‐sample location problems (Q6180916) (← links)
- Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
- A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors (Q6185128) (← links)
- Testing homogeneity in high dimensional data through random projections (Q6189150) (← links)
- Standardized Dempster's non-exact test for high-dimensional mean vectors (Q6543898) (← links)
- A note on mean testing for high dimensional multivariate data under non-normality (Q6552743) (← links)
- Two-sample mean vector projection test in high-dimensional data (Q6567438) (← links)
- Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces (Q6567447) (← links)
- A Random Projection Approach to Hypothesis Tests in High-Dimensional Single-Index Models (Q6567896) (← links)
- Multivariate process control charts based on the \(L^p\) depth (Q6579527) (← links)
- Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity (Q6580098) (← links)
- A scale-invariant test for linear hypothesis of means in high dimensions (Q6581340) (← links)
- Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests (Q6593385) (← links)
- Association testing for high-dimensional multiple response regression (Q6594943) (← links)
- Exponential bounds for regularized Hotelling's T2 statistic in high dimension (Q6596187) (← links)
- Statistical inference under the strongly spiked eigenvalue model (Q6601514) (← links)
- Adaptive rank-based tests for high dimensional mean problems (Q6606031) (← links)
- Two-sample test for high-dimensional covariance matrices: a normal-reference approach (Q6615372) (← links)
- Cross projection test for mean vectors via multiple random splits in high dimensions (Q6615377) (← links)
