Testing linear hypotheses in high-dimensional regressions
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Publication:2863100
DOI10.1080/02331888.2012.708031zbMath1440.62215arXiv1206.0867OpenAlexW1975555023MaRDI QIDQ2863100
Zhi-Dong Bai, Dandan Jiang, Shurong Zheng, Jian-feng Yao
Publication date: 21 November 2013
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.0867
random matriceshigh-dimensional datamultivariate regressionmultivariate analysis of variancemultiple sample significance testWilk's test
Hypothesis testing in multivariate analysis (62H15) Random matrices (probabilistic aspects) (60B20) Analysis of variance and covariance (ANOVA) (62J10)
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