Two-sample multivariate tests for high-dimensional data when one covariance matrix is unknown
From MaRDI portal
Publication:6171521
DOI10.1080/03610918.2020.1862870OpenAlexW3118152827MaRDI QIDQ6171521
Unnamed Author, Samruam Chongcharoen, Unnamed Author
Publication date: 18 July 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1862870
Cites Work
- Unnamed Item
- A two sample test in high dimensional data
- A note on a two-sample \(T\) test with one variance unknown
- On the \(k\)-sample Behrens-Fisher problem for high-dimensional data
- Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
- On orthogonal and symplectic matrix ensembles
- 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
- The non-singularity of generalized sample covariance matrices
- A Simple Multivariate Test for One-Sided Alternatives
- The Two-SampleTTest With One Variance Unknown
- A High Dimensional Two Sample Significance Test