Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data

DOI10.1080/03610926.2019.1639751OpenAlexW2962743974MaRDI QIDQ5079065

Takahiro Nishiyama, Masashi Hyodo

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1639751

zbMATH Keywords

asymptotic normalityhigh-dimensional data analysistesting hypothesissimultaneous test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Statistics (62-XX) Asymptotic properties of parametric tests (62F05)

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Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction ⋮ A high-dimensional test on linear hypothesis of means under a low-dimensional factor model ⋮ A Cramér-Wold theorem for elliptical distributions

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