An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems

DOI10.1016/j.csda.2015.03.004zbMath1468.62179OpenAlexW2120633692MaRDI QIDQ1663250

Yanfeng Shen, Zheng Yan Lin

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.03.004

zbMATH Keywords

hypothesis testingpowerhigh-dimensional datavariable selectiontesting mean vector

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15)

Related Items (6)

A high-dimension two-sample test for the mean using cluster subspaces ⋮ Hotelling's \(T^2\) in separable Hilbert spaces ⋮ Testing high-dimensional mean vector with applications. A normal reference approach ⋮ An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity ⋮ Distribution and correlation-free two-sample test of high-dimensional means ⋮ A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices

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