Testing of high dimensional mean vectors via approximate factor model
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Publication:897642
DOI10.1016/j.jspi.2015.04.004zbMath1326.62129OpenAlexW2072310344MaRDI QIDQ897642
Publication date: 7 December 2015
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2015.04.004
Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15)
Related Items (6)
Adaptive test for mean vectors of high-dimensional time series data with factor structure ⋮ High-dimensional two-sample mean vectors test and support recovery with factor adjustment ⋮ High-dimensional general linear hypothesis testing under heteroscedasticity ⋮ A high-dimensional test for the k-sample Behrens–Fisher problem ⋮ Linear hypothesis testing in high-dimensional one-way MANOVA ⋮ A test for the \(k\) sample Behrens-Fisher problem in high dimensional data
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