A more powerful test of equality of high-dimensional two-sample means
From MaRDI portal
Publication:2242183
DOI10.1016/j.csda.2021.107318OpenAlexW3182244881MaRDI QIDQ2242183
Publication date: 9 November 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2021.107318
Related Items (2)
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
Cites Work
- Unnamed Item
- Unnamed Item
- A two sample test in high dimensional data
- Time series: theory and methods.
- A high-dimensional two-sample test for the mean using random subspaces
- A two-sample test for high-dimensional data with applications to gene-set testing
- A test for the mean vector with fewer observations than the dimension
- A Powerful Bayesian Test for Equality of Means in High Dimensions
- Two-sample behrens-fisher problem for high-dimensional data
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Two-Sample Test of High Dimensional Means Under Dependence
- A Two-Sample Test for Equality of Means in High Dimension
- An adaptive two-sample test for high-dimensional means
- Long Range Dependence
- Measure Theory and Probability Theory
- A High Dimensional Two Sample Significance Test
This page was built for publication: A more powerful test of equality of high-dimensional two-sample means