The following pages link to (Q4882268):
Displaying 50 items.
- A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise (Q4632469) (← links)
- A new test for the mean vector in large dimension and small samples (Q4638809) (← links)
- A survey of high dimension low sample size asymptotics (Q4639812) (← links)
- Two-sample spatial rank test using projection (Q4960558) (← links)
- Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (Q4965652) (← links)
- Two‐sample test based on classification probability (Q4970306) (← links)
- (Q5004041) (← links)
- High-dimensional MANOVA under weak conditions (Q5004986) (← links)
- (Q5011279) (← links)
- (Q5011468) (← links)
- A revisit to Bai–Saranadasa's two-sample test (Q5030936) (← links)
- Interpoint distance tests for high-dimensional comparison studies (Q5037047) (← links)
- A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data (Q5037816) (← links)
- Graph-based two-sample tests for data with repeated observations (Q5037832) (← links)
- Hypothesis Testing in High-Dimensional Linear Regression: A Normal Reference Scale-Invariant Test (Q5041337) (← links)
- Variance-estimation-free test of significant covariates in high-dimensional regression (Q5042192) (← links)
- ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM (Q5051523) (← links)
- (Q5053172) (← links)
- Support vector machine and optimal parameter selection for high-dimensional imbalanced data (Q5055167) (← links)
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
- (Q5074856) (← links)
- A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context (Q5077372) (← links)
- Test for high dimensional regression coefficients of partially linear models (Q5077482) (← links)
- High dimensional asymptotics for the naive Hotelling <i>T</i><sup>2</sup> statistic in pattern recognition (Q5077925) (← links)
- Testing independence in high-dimensional multivariate normal data (Q5078556) (← links)
- Simple and efficient adaptive two-sample tests for high-dimensional data (Q5079073) (← links)
- Robust tests of the equality of two high-dimensional covariance matrices (Q5081046) (← links)
- Robust support vector machine for high-dimensional imbalanced data (Q5082626) (← links)
- Proposition of new alternative tests adapted to the traditional <i>T</i><sup>2</sup> test (Q5082973) (← links)
- Test for high dimensional partially linear models (Q5096016) (← links)
- A new nonparametric test for high-dimensional regression coefficients (Q5106825) (← links)
- Testing diagonality of high-dimensional covariance matrix under non-normality (Q5106997) (← links)
- A setwise EWMA scheme for monitoring high-dimensional datastreams (Q5107058) (← links)
- Multiple change-points detection in high dimension (Q5108292) (← links)
- High-dimensional rank-based inference (Q5114476) (← links)
- Two sample test for high-dimensional partially paired data (Q5130309) (← links)
- A Simple Two-Sample Test in High Dimensions Based on <i>L</i><sup>2</sup>-Norm (Q5130640) (← links)
- TESTING CONSTANCY OF CONDITIONAL VARIANCE IN HIGH DIMENSION (Q5134495) (← links)
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← links)
- Penalized Interaction Estimation for Ultrahigh Dimensional Quadratic Regression (Q5155200) (← links)
- Multi-sample test for high-dimensional covariance matrices (Q5160245) (← links)
- (Q5211847) (← links)
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (Q5213360) (← links)
- Dependency and truncated forms of combinations in multivariate combination-based permutation tests and ordered categorical variables (Q5221556) (← links)
- Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data (Q5231497) (← links)
- Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
- Identifying Cointegration by Eigenanalysis (Q5231517) (← links)
- Unified multivariate hypergeometric interpoint distances (Q5384675) (← links)
- Discussion on the paper ‘A review of distributed statistical inference’ (Q5880114) (← links)
- High-dimensional proportionality test of two covariance matrices and its application to gene expression data (Q5880120) (← links)
