Pages that link to "Item:Q1755128"
From MaRDI portal
The following pages link to Robust two-sample test of high-dimensional mean vectors under dependence (Q1755128):
Displaying 11 items.
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- A high-dimensional two-sample test for the mean using random subspaces (Q1623444) (← links)
- On two-sample mean tests under spiked covariances (Q1661347) (← links)
- A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA (Q2076144) (← links)
- High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution (Q2112252) (← links)
- Mean vector testing for high-dimensional dependent observations (Q2374404) (← links)
- Two-sample and ANOVA tests for high dimensional means (Q2414093) (← links)
- A two-sample test based on cluster subspaces for equality of mean vectors in high dimension (Q5040246) (← links)
- The trimmed mean in non-parametric regression function estimation (Q5047945) (← links)
- Two-Sample Test of High Dimensional Means Under Dependence (Q5088224) (← links)
- Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data (Q6050285) (← links)
