Pages that link to "Item:Q1659185"
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The following pages link to A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185):
Displaying 17 items.
- Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem (Q358893) (← links)
- Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension (Q679574) (← links)
- On two-sample mean tests under spiked covariances (Q1661347) (← links)
- Hotelling's \(T^2\) in separable Hilbert spaces (Q1661352) (← links)
- A test for the mean vector in large dimension and small samples (Q1937204) (← links)
- A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
- Testing the equality of multivariate means when \(p>n\) by combining the Hotelling and Simes tests (Q2161019) (← links)
- A test for the \(k\) sample Behrens-Fisher problem in high dimensional data (Q2317297) (← links)
- Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models (Q2405929) (← links)
- A test for the mean vector with fewer observations than the dimension (Q2476142) (← links)
- (Q3404821) (← links)
- Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
- A new test for the mean vector in large dimension and small samples (Q4638809) (← links)
- (Q5004041) (← links)
- Empirical likelihood test for a large-dimensional mean vector (Q5127208) (← links)
- An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity (Q6071712) (← links)
- A generalized likelihood ratio test for linear hypothesis of <i>k</i> -sample means in high dimension (Q6089135) (← links)
