The decomposite $T^{2}$-test when the dimension is large
Fuente:
arXiv
Saved in:
| Main Authors: | Tsai, Chia-Hsuan, Tsai, Ming-Tien |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
On the orthogonally equivariant estimators of a covariance matrix
by: Tsai, Ming-Tien, et al.
Published: (2024)
by: Tsai, Ming-Tien, et al.
Published: (2024)
Admissibility of invariant tests for means with covariates
by: Tsai, Ming-Tien
Published: (2017)
by: Tsai, Ming-Tien
Published: (2017)
On the consistent estimators of the population covariance matrix and its reparameterizations
by: Tsai, Ming-Tien, et al.
Published: (2024)
by: Tsai, Ming-Tien, et al.
Published: (2024)
Towards a unified theory for testing statistical hypothesis: Multinormal mean with nuisance covariance matrix
by: Tsai, Ming-Tien
Published: (2024)
by: Tsai, Ming-Tien
Published: (2024)
A note on MLE of covariance matrix
by: Tsai, Ming-Tien
Published: (2017)
by: Tsai, Ming-Tien
Published: (2017)
Handling bounded response in high dimensions: a Horseshoe prior Bayesian Beta regression approach
by: Mai, The Tien
Published: (2025)
by: Mai, The Tien
Published: (2025)
Permutation-based multiple testing when fitting many generalized linear models
by: De Santis, Riccardo, et al.
Published: (2024)
by: De Santis, Riccardo, et al.
Published: (2024)
Asymptotic and bootstrap tests for subspace dimension
by: Nordhausen, Klaus, et al.
Published: (2016)
by: Nordhausen, Klaus, et al.
Published: (2016)
Likelihood ratio tests under model misspecification in high dimensions
by: Dörnemann, Nina
Published: (2022)
by: Dörnemann, Nina
Published: (2022)
Robustness for free: asymptotic size and power of max-tests in high dimensions
by: Kock, Anders Bredahl, et al.
Published: (2026)
by: Kock, Anders Bredahl, et al.
Published: (2026)
On the statistical analysis of grouped data: when Pearson $χ^2$ and other divisible statistics are not goodness-of-fit tests
by: Algeri, Sara, et al.
Published: (2024)
by: Algeri, Sara, et al.
Published: (2024)
A subsampling approach for large data sets when the Generalised Linear Model is potentially misspecified
by: Mahendran, Amalan, et al.
Published: (2025)
by: Mahendran, Amalan, et al.
Published: (2025)
On properties of fractional posterior in generalized reduced-rank regression
by: Mai, The Tien
Published: (2024)
by: Mai, The Tien
Published: (2024)
On high-dimensional classification by sparse generalized Bayesian logistic regression
by: Mai, The Tien
Published: (2024)
by: Mai, The Tien
Published: (2024)
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient
by: Xia, Liqi, et al.
Published: (2024)
by: Xia, Liqi, et al.
Published: (2024)
The phase diagram of kernel interpolation in large dimensions
by: Zhang, Haobo, et al.
Published: (2024)
by: Zhang, Haobo, et al.
Published: (2024)
Likelihood ratio tests in random graph models with increasing dimensions
by: Yan, Ting, et al.
Published: (2023)
by: Yan, Ting, et al.
Published: (2023)
High-Dimensional Markov-switching Ordinary Differential Processes
by: Tsai, Katherine, et al.
Published: (2024)
by: Tsai, Katherine, et al.
Published: (2024)
A spectral inference method for determining the number of communities in networks
by: Wu, Yujia, et al.
Published: (2026)
by: Wu, Yujia, et al.
Published: (2026)
Rates of Fisher information convergence in the central limit theorem for nonlinear statistics
by: Dung, Nguyen Tien
Published: (2022)
by: Dung, Nguyen Tien
Published: (2022)
Outlier-robust additive matrix decomposition
by: Thompson, Philip
Published: (2023)
by: Thompson, Philip
Published: (2023)
Generalized free energy and excess/housekeeping decomposition in nonequilibrium systems: from large deviations to thermodynamic speed limits
by: Kolchinsky, Artemy, et al.
Published: (2024)
by: Kolchinsky, Artemy, et al.
Published: (2024)
Adaptive posterior concentration rates for sparse high-dimensional linear regression with random design and unknown error variance
by: Mai, The Tien
Published: (2024)
by: Mai, The Tien
Published: (2024)
Concentration of a sparse Bayesian model with Horseshoe prior in estimating high-dimensional precision matrix
by: Mai, The Tien
Published: (2024)
by: Mai, The Tien
Published: (2024)
Misclassification bounds for PAC-Bayesian sparse deep learning
by: Mai, The Tien
Published: (2024)
by: Mai, The Tien
Published: (2024)
A sparse PAC-Bayesian approach for high-dimensional quantile prediction
by: Mai, The Tien
Published: (2024)
by: Mai, The Tien
Published: (2024)
PAC-Bayesian risk bounds for fully connected deep neural network with Gaussian priors
by: Mai, The Tien
Published: (2025)
by: Mai, The Tien
Published: (2025)
Kullback-Leibler excess risk bounds for exponential weighted aggregation in Generalized linear models
by: Mai, The Tien
Published: (2025)
by: Mai, The Tien
Published: (2025)
Estimating the logistic regression equation when the model is incorrect
by: Hjort, Nils Lid
Published: (2026)
by: Hjort, Nils Lid
Published: (2026)
Statistical properties of matrix decomposition factor analysis
by: Terada, Yoshikazu
Published: (2024)
by: Terada, Yoshikazu
Published: (2024)
Sometimes nonparametrics beat parametrics, even when the model is right
by: Byholt, Morten, et al.
Published: (2026)
by: Byholt, Morten, et al.
Published: (2026)
A novel finite-sample testing procedure for composite null hypotheses via pointwise rejection
by: Park, Joonha, et al.
Published: (2026)
by: Park, Joonha, et al.
Published: (2026)
Hoeffding-type decomposition for $U$-statistics on bipartite networks
by: Minh, Tâm Le, et al.
Published: (2023)
by: Minh, Tâm Le, et al.
Published: (2023)
Optimal structure learning and conditional independence testing
by: Gao, Ming, et al.
Published: (2025)
by: Gao, Ming, et al.
Published: (2025)
High-dimensional prediction for count response via sparse exponential weights
by: Mai, The Tien
Published: (2024)
by: Mai, The Tien
Published: (2024)
Optimal sparse phase retrieval via a quasi-Bayesian approach
by: Mai, The Tien
Published: (2025)
by: Mai, The Tien
Published: (2025)
High-dimensional Bayesian Tobit regression for censored response with Horseshoe prior
by: Mai, The Tien
Published: (2025)
by: Mai, The Tien
Published: (2025)
Classifier-Based Nonparametric Sequential Hypothesis Testing
by: Hsu, Chia-Yu, et al.
Published: (2026)
by: Hsu, Chia-Yu, et al.
Published: (2026)
Active Nonparametric Two-Sample Testing by Betting on Heterogeneous Data Sources
by: Hsu, Chia-Yu, et al.
Published: (2025)
by: Hsu, Chia-Yu, et al.
Published: (2025)
Property testing in graphical models: testing small separation numbers
by: Devroye, Luc, et al.
Published: (2024)
by: Devroye, Luc, et al.
Published: (2024)
Similar Items
-
On the orthogonally equivariant estimators of a covariance matrix
by: Tsai, Ming-Tien, et al.
Published: (2024) -
Admissibility of invariant tests for means with covariates
by: Tsai, Ming-Tien
Published: (2017) -
On the consistent estimators of the population covariance matrix and its reparameterizations
by: Tsai, Ming-Tien, et al.
Published: (2024) -
Towards a unified theory for testing statistical hypothesis: Multinormal mean with nuisance covariance matrix
by: Tsai, Ming-Tien
Published: (2024) -
A note on MLE of covariance matrix
by: Tsai, Ming-Tien
Published: (2017)