Pages that link to "Item:Q1661347"
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The following pages link to On two-sample mean tests under spiked covariances (Q1661347):
Displaying 14 items.
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567) (← links)
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches (Q2062798) (← links)
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure (Q2100126) (← links)
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model (Q2142461) (← links)
- Testing in high-dimensional spiked models (Q2196218) (← links)
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309) (← links)
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model (Q2329874) (← links)
- Two-sample tests for high-dimension, strongly spiked eigenvalue models (Q4602114) (← links)
- (Q5004041) (← links)
- Linear Hypothesis Testing in Linear Models With High-Dimensional Responses (Q6110696) (← links)
- A scale-invariant test for linear hypothesis of means in high dimensions (Q6581340) (← links)
- Cross projection test for mean vectors via multiple random splits in high dimensions (Q6615377) (← links)
- Testing General Linear Hypotheses Under a High-Dimensional Multivariate Regression Model with Spiked Noise Covariance (Q6651383) (← links)
