A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
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DOI: 10.1007/s11749-017-0567-x
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References listed on IDEAS
- Chen, Songxi, 2012. "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper 46026, University Library of Munich, Germany.
- Chen, Song Xi & Qin, Yingli, 2010. "A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing," MPRA Paper 59642, University Library of Munich, Germany.
- Muni S. Srivastava & Hirokazu Yanagihara & Tatsuya Kubokawa, 2014. "Tests for Covariance Matrices in High Dimension with Less Sample Size," CIRJE F-Series CIRJE-F-933, CIRJE, Faculty of Economics, University of Tokyo.
- Dudoit S. & Fridlyand J. & Speed T. P, 2002. "Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 77-87, March.
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Cited by:
- Mingxiang Cao & Yuanjing He, 2022. "A high-dimensional test on linear hypothesis of means under a low-dimensional factor model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(5), pages 557-572, July.
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Keywords
Simultaneous test; High-dimensional data analysis; Asymptotic distribution; Multivariate analysis;All these keywords.
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