Robustness and accuracy of methods for high dimensional data analysis based on Student's t‐statistic
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Cited by:
- Chen, Song Xi & Guo, Bin & Qiu, Yumou, 2023. "Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding," Journal of Econometrics, Elsevier, vol. 235(2), pages 1337-1354.
- Zhao, Sihai Dave & Cai, T. Tony & Li, Hongzhe, 2017. "Optimal detection of weak positive latent dependence between two sequences of multiple tests," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 169-184.
- Andrew Harvey & Alessandra Luati, 2014.
"Filtering With Heavy Tails,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1112-1122, September.
- Harvey, A. & Luati, A., 2012. "Filtering with heavy tails," Cambridge Working Papers in Economics 1255, Faculty of Economics, University of Cambridge.
- Dennis Dobler & Markus Pauly, 2018. "Bootstrap- and permutation-based inference for the Mann–Whitney effect for right-censored and tied data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 639-658, September.
- Kimihiro Noguchi & Fernando Marmolejo-Ramos, 2016. "Assessing Equality of Means Using the Overlap of Range-Preserving Confidence Intervals," The American Statistician, Taylor & Francis Journals, vol. 70(4), pages 325-334, October.
- Chen, Song Xi & Li, Jun & Zhong, Pingshou, 2014. "Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation," MPRA Paper 59815, University Library of Munich, Germany.
- He, Yong & Zhang, Mingjuan & Zhang, Xinsheng & Zhou, Wang, 2020. "High-dimensional two-sample mean vectors test and support recovery with factor adjustment," Computational Statistics & Data Analysis, Elsevier, vol. 151(C).
- Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019.
"A multiple testing approach to the regularisation of large sample correlation matrices,"
Journal of Econometrics, Elsevier, vol. 208(2), pages 507-534.
- Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2014. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," CESifo Working Paper Series 4834, CESifo.
- Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2015. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," Working Papers 764, Queen Mary University of London, School of Economics and Finance.
- Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014. "A multiple testing approach to the regularisation of large sample correlation matrices," Cambridge Working Papers in Economics 1413, Faculty of Economics, University of Cambridge.
- Chang, Meng-Shiuh & Wu, Ximing, 2015. "Transformation-based nonparametric estimation of multivariate densities," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 71-88.
- Ery Arias-Castro & Meng Wang, 2017. "Distribution-free tests for sparse heterogeneous mixtures," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 71-94, March.
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