Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size
DOI10.1080/03610918.2012.762387zbMath1328.62476OpenAlexW2035617787MaRDI QIDQ2876145
Takahiro Nishiyama, Masashi Hyodo, Sho Takahashi
Publication date: 18 August 2014
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.762387
asymptotic expansionMonte Carlo simulationhigh-dimensional datacomparisons with a controlBonferroni's inequalitypairwise comparisonsDempster trace criterion
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Paired and multiple comparisons; multiple testing (62J15)
Related Items (11)
Cites Work
- The extreme value of the generalized distances of the individual points in the multivariate normal sample
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size
- Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
- A Significance Test for the Separation of Two Highly Multivariate Small Samples
- A High Dimensional Two Sample Significance Test
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