Asymptotic independence of the quadratic form and maximum of independent random variables with applications to high-dimensional tests

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
A two sample test in high dimensional data
A test for the mean vector with fewer observations than the dimension under non-normality
A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
A two-sample test for high-dimensional data with applications to gene-set testing
Two-sample and ANOVA tests for high dimensional means
Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
A test for the mean vector with fewer observations than the dimension
Asymptotically independent U-statistics in high-dimensional testing
Asymptotic distribution for the sum and maximum of Gaussian processes
The joint limiting distribution of sums and maxima of stationary sequences
The Generalization of Student's Ratio
Power Enhancement in High-Dimensional Cross-Sectional Tests
On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
Asymptotic distribution of sum and maximum for Gaussian processes
Two-Sample Test of High Dimensional Means Under Dependence
An adaptive two-sample test for high-dimensional means
Asymptotic Optimality of Fisher's Method of Combining Independent Tests
Asymptotic Optimality of Fisher's Method of Combining Independent Tests II
On the asymptotic distribution of the Moran \(I\) test stastistic with applications
Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing

This page was built for publication: Asymptotic independence of the quadratic form and maximum of independent random variables with applications to high-dimensional tests