Image de couverture de livre

Linear hypothesis testing in high-dimensional heteroscedastics via random integration

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Cao, Mingxiang, Zhang, Hongwei, Xu, Kai, He, Daojiang
Format:	Preprint
Publié:	2024
Sujets:	Statistics Theory 62H15, 62E20
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

General linear hypothesis testing of high-dimensional mean vectors with unequal covariance matrices based on random integration
par: Cao, Mingxiang, et autres
Publié: (2024)

Uniform-over-dimension convergence with application to location tests for high-dimensional data
par: Chowdhury, Joydeep, et autres
Publié: (2024)

Normal integral representation for the joint survival function of the cumulative sums of the components of multinomial random vectors
par: Ouimet, Frédéric
Publié: (2024)

Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
par: Belzile, Léo R., et autres
Publié: (2022)

On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices
par: Genest, Christian, et autres
Publié: (2024)

An ordering for the strength of functional dependence
par: Ansari, Jonathan, et autres
Publié: (2025)

On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models
par: Genest, Christian, et autres
Publié: (2025)

A new flexible class of kernel-based tests of independence
par: Cuparić, Marija, et autres
Publié: (2024)

On a class of Sobolev tests for symmetry of directions, their detection thresholds, and asymptotic powers
par: García-Portugués, Eduardo, et autres
Publié: (2021)

Coverage correlation: detecting singular dependencies between random variables
par: Yang, Xuzhi, et autres
Publié: (2025)

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

Asymptotic comparison of negative multinomial and multivariate normal experiments
par: Genest, Christian, et autres
Publié: (2023)

Semi-parametric Bernstein-von Mises in Linear Inverse Problems
par: Magra, Adel, et autres
Publié: (2023)

Many-sample tests for the dimensionality hypothesis for large covariance matrices among groups
par: Mei, Tianxing, et autres
Publié: (2026)

Independence Testing for Mixed Data
par: Jelić, Dana Bucalo, et autres
Publié: (2025)

Inference in high-dimensional logistic regression under tensor network dependence
par: Miles, Josh, et autres
Publié: (2026)

Inference on testing the number of spikes in a high-dimensional generalized spiked Fisher matrix
par: Wang, Rui, et autres
Publié: (2024)

Kernel Estimation Of Chatterjee's Dependence Coefficient
par: Azadkia, Mona, et autres
Publié: (2026)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
par: Desgagné, Alain, et autres
Publié: (2025)

Large dimensional Spearman's rank correlation matrices: The central limit theorem and its applications
par: Chen, Hantao, et autres
Publié: (2024)

Extreme value theory for singular subspace estimation in the matrix denoising model
par: Chang, Junhyung, et autres
Publié: (2025)

On a transform of the Vincze-statistic and its exact and asymptotic distribution
par: Ferger, Dietmar
Publié: (2025)

Asymptotics of estimators for structured covariance matrices
par: Lopuhaä, Hendrik Paul
Publié: (2024)

PDE characterisation of geometric distribution functions and quantiles
par: Konen, Dimitri
Publié: (2022)

Shiha Distribution: Statistical Properties and Applications to Reliability Engineering and Environmental Data
par: Shiha, F. A.
Publié: (2026)

Large-dimensional Factor Analysis with Weighted PCA
par: Lyu, Zhongyuan, et autres
Publié: (2025)

The Geometry of Spectral Fluctuations: On Near-Optimal Conditions for Universal Gaussian CLTs, with Statistical Applications
par: Yin, Yanqing, et autres
Publié: (2026)

A note on the equivalence between the conditional uncorrelation and the independence of random variables
par: Jaworski, Piotr, et autres
Publié: (2022)

Deficiency bounds for the multivariate inverse hypergeometric distribution
par: Ouimet, Frédéric
Publié: (2023)

Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
par: Lyu, Guanjie, et autres
Publié: (2026)

Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
par: Desgagné, Alain, et autres
Publié: (2024)

On the Bernstein-smoothed lower-tail Spearman's rho estimator
par: Ouimet, Frédéric, et autres
Publié: (2025)

Liberating dimension and spectral norm: A universal approach to spectral properties of sample covariance matrices
par: Yin, Yanqing
Publié: (2024)

A robust Likelihood Ratio Test for high-dimensional MANOVA -- with excellent performance
par: Coelho, Carlos A.
Publié: (2025)

Asymptotic independence in higher dimensions and its implications on risk management
par: Das, Bikramjit, et autres
Publié: (2024)

The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
par: Bukovšek, Damjana Kokol, et autres
Publié: (2026)

Conditional validity and a fast approximation formula of full conformal prediction sets
par: Amann, Nicolai
Publié: (2025)

Testing for latent structure via the Wilcoxon--Wigner random matrix of normalized rank statistics
par: Liao, Jonquil Z., et autres
Publié: (2025)

Mean and quantile regression in the copula setting: properties, sharp bounds and a note on estimation
par: Kaiser, Henrik, et autres
Publié: (2025)

A new measure of dependence: Integrated $R^2$
par: Azadkia, Mona, et autres
Publié: (2025)