:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autori principali:	Jiang, Qianqian, Li, Wenbo, Li, Zeng
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Statistics Theory
Accesso online:	https://arxiv.org/abs/2404.08355
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Robust mean change point testing in high-dimensional data with heavy tails
di: Li, Mengchu, et al.
Pubblicazione: (2023)

On eigenvalues of a renormalized sample correlation matrix
di: Jiang, Qianqian, et al.
Pubblicazione: (2025)

Asymptotic analysis of high-dimensional uniformity tests under heavy-tailed alternatives
di: Jiang, Tiefeng, et al.
Pubblicazione: (2025)

A nonparametric test of spherical symmetry applicable to high dimensional data
di: Banerjee, Bilol, et al.
Pubblicazione: (2024)

Test for high-dimensional mean vectors via the weighted $L_2$-norm
di: Li, Jianghao, et al.
Pubblicazione: (2024)

Exact distribution-free tests of spherical symmetry applicable to high dimensional data
di: Banerjee, Bilol, et al.
Pubblicazione: (2024)

Adaptive L-statistics for high dimensional test problem
di: Ma, Huifang, et al.
Pubblicazione: (2024)

Correlation tests and sample spectral coherence matrix in the high-dimensional regime
di: Loubaton, Philippe, et al.
Pubblicazione: (2025)

Support estimation in high-dimensional heteroscedastic mean regression
di: Hermann, Philipp, et al.
Pubblicazione: (2020)

Locally sharp goodness-of-fit testing in sup norm for high-dimensional counts
di: Kotekal, Subhodh, et al.
Pubblicazione: (2024)

Computable error bounds for high-dimensional Edgeworth expansions in sphericity testing under two-step monotone incomplete data
di: Sato, Tetsuya, et al.
Pubblicazione: (2026)

Robust high-dimensional Gaussian and bootstrap approximations for trimmed sample means
di: Resende, Lucas
Pubblicazione: (2024)

A robust and scalable estimation for high-dimensional volatility models
di: Chen, Kejun, et al.
Pubblicazione: (2025)

Detecting non-uniform patterns on high-dimensional hyperspheres
di: Jiang, Tiefeng, et al.
Pubblicazione: (2025)

Admissibility of invariant tests for means with covariates
di: Tsai, Ming-Tien
Pubblicazione: (2017)

Optimal e-values for testing the mean of a bounded random variable against a composite alternative
di: Arnold, Sebastian, et al.
Pubblicazione: (2026)

Inference on testing the number of spikes in a high-dimensional generalized spiked Fisher matrix
di: Wang, Rui, et al.
Pubblicazione: (2024)

Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient
di: Xia, Liqi, et al.
Pubblicazione: (2024)

Robust estimation for high-dimensional time series with heavy tails
di: Wang, Yu, et al.
Pubblicazione: (2024)

Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
di: Chang, Jinyuan, et al.
Pubblicazione: (2018)

Central limit theorems for high dimensional dependent data
di: Chang, Jinyuan, et al.
Pubblicazione: (2021)

Statistical inference for high-dimensional spectral density matrix
di: Chang, Jinyuan, et al.
Pubblicazione: (2022)

Convergence of covariance and spectral density estimates for high-dimensional functional time series
di: Li, Bufan, et al.
Pubblicazione: (2025)

A minimax optimal approach to high-dimensional double sparse linear regression
di: Zhang, Yanhang, et al.
Pubblicazione: (2023)

Empirical Bayes large-scale multiple testing for high-dimensional binary outcome data
di: Ning, Yu-Chien Bo
Pubblicazione: (2023)

Tests for the mean of high-dimensional data
di: Ferger, Dietmar
Pubblicazione: (2026)

Gaussian universality for approximately polynomial functions of high-dimensional data
di: Huang, Kevin Han, et al.
Pubblicazione: (2024)

The high-dimensional asymptotics of first order methods with random data
di: Celentano, Michael, et al.
Pubblicazione: (2021)

Testing independence in the presence of missing data: high-dimensional case
di: Cuparić, Marija, et al.
Pubblicazione: (2026)

High-dimensional Gaussian and bootstrap approximations for robust means
di: Kock, Anders Bredahl, et al.
Pubblicazione: (2025)

General linear hypothesis testing of high-dimensional mean vectors with unequal covariance matrices based on random integration
di: Cao, Mingxiang, et al.
Pubblicazione: (2024)

Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
di: Cho, Haeran, et al.
Pubblicazione: (2025)

Detection and inference of changes in high-dimensional linear regression with non-sparse structures
di: Cho, Haeran, et al.
Pubblicazione: (2024)

Uniform-over-dimension convergence with application to location tests for high-dimensional data
di: Chowdhury, Joydeep, et al.
Pubblicazione: (2024)

Uncertainty of high-dimensional genetic data prediction with polygenic risk scores
di: Fu, Haoxuan, et al.
Pubblicazione: (2024)

Dimension estimation in PCA model using high-dimensional data augmentation
di: Radojicic, Una, et al.
Pubblicazione: (2025)

Bayesian inference in high-dimensional models
di: Banerjee, Sayantan, et al.
Pubblicazione: (2021)

Simultaneous hypothesis testing for comparing many functional means
di: Decker, Colin, et al.
Pubblicazione: (2025)

Asymmetric canonical correlation analysis of Riemannian and high-dimensional data
di: Buenfil, James, et al.
Pubblicazione: (2024)

Efficient estimation and data fusion under general semiparametric restrictions on outcome mean functions
di: Li, Harrison H.
Pubblicazione: (2024)