The following pages link to (Q4882268):
Displaying 50 items.
- Hypothesis tests for high-dimensional covariance structures (Q2042528) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test (Q2057832) (← links)
- A faster U-statistic for testing independence in the functional linear models (Q2059441) (← links)
- An overview of tests on high-dimensional means (Q2062768) (← links)
- Geometric classifiers for high-dimensional noisy data (Q2062792) (← links)
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches (Q2062798) (← links)
- Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
- A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA (Q2076144) (← links)
- Neyman's truncation test for two-sample means under high dimensional setting (Q2077453) (← links)
- Consistency of the objective general index in high-dimensional settings (Q2078579) (← links)
- Spatial rank-based high-dimensional change point detection via random integration (Q2078581) (← links)
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
- One-way MANOVA for functional data via Lawley-Hotelling trace test (Q2079629) (← links)
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure (Q2100126) (← links)
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
- High-dimensional tests for mean vector: approaches without estimating the mean vector directly (Q2115215) (← links)
- Projection-based high-dimensional sign test (Q2131148) (← links)
- Linear hypothesis testing in high-dimensional one-way MANOVA: a new normal reference approach (Q2135840) (← links)
- Some clustering-based exact distribution-free \(k\)-sample tests applicable to high dimension, low sample size data (Q2140846) (← links)
- Asymptotic properties of high-dimensional spatial median in elliptical distributions with application (Q2140858) (← links)
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model (Q2142461) (← links)
- A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
- Testing linear hypothesis of high-dimensional means with unequal covariance matrices (Q2151597) (← links)
- Maximum test for a sequence of quadratic form statistics about score test in logistic regression model (Q2153155) (← links)
- Testing the equality of multivariate means when \(p>n\) by combining the Hotelling and Simes tests (Q2161019) (← links)
- Testing high-dimensional mean vector with applications. A normal reference approach (Q2165834) (← links)
- Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches (Q2169833) (← links)
- A unified approach to testing mean vectors with large dimensions (Q2176339) (← links)
- Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
- Distribution and correlation-free two-sample test of high-dimensional means (Q2196222) (← links)
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Test for high-dimensional mean vector under missing observations (Q2237813) (← links)
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
- Two-sample test in high dimensions through random selection (Q2241999) (← links)
- Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
- A more powerful test of equality of high-dimensional two-sample means (Q2242183) (← links)
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- A global homogeneity test for high-dimensional linear regression (Q2263711) (← links)
- Two-sample test for sparse high-dimensional multinomial distributions (Q2273180) (← links)
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
- Accurate inference for repeated measures in high dimensions (Q2283568) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- Sign-based test for mean vector in high-dimensional and sparse settings (Q2287782) (← links)
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← links)
- A high-dimensional spatial rank test for two-sample location problems (Q2291328) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- A feasible high dimensional randomization test for the mean vector (Q2317248) (← links)
