A feasible high dimensional randomization test for the mean vector
From MaRDI portal
Publication:2317248
DOI10.1016/J.JSPI.2018.06.003zbMath1421.62007OpenAlexW2811368035MaRDI QIDQ2317248
Publication date: 9 August 2019
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2018.06.003
Related Items (3)
Testing high-dimensional mean vector with applications. A normal reference approach ⋮ Dimension-agnostic inference using cross U-statistics ⋮ Unnamed Item
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Multivariate and multiple permutation tests
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
- A high dimensional two-sample test under a low dimensional factor structure
- Bootstrapping and permuting paired \(t\)-test type statistics
- On testing the significance of sets of genes
- 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
- Nonparametric Monte Carlo tests for multivariate distributions
- On the Behavior of Randomization Tests Without a Group Invariance Assumption
- To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?
- Tests for High-Dimensional Covariance Matrices
- A High-Dimensional Nonparametric Multivariate Test for Mean Vector
- Testing Statistical Hypotheses
- Convergence of stochastic processes
This page was built for publication: A feasible high dimensional randomization test for the mean vector