A new test for high-dimensional two-sample mean problems with consideration of correlation structure
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Publication:6656617
DOI10.1214/24-aos2433MaRDI QIDQ6656617
Run-Ze Li, Shurong Zheng, Song-Shan Yang
Publication date: 3 January 2025
Published in: The Annals of Statistics (Search for Journal in Brave)
Ridge regression; shrinkage estimators (Lasso) (62J07) Hypothesis testing in multivariate analysis (62H15)
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