Linear hypothesis testing in high-dimensional heteroscedastics via random integration

Documenti analoghi

• General linear hypothesis testing of high-dimensional mean vectors with unequal covariance matrices based on random integration
  di: Cao, Mingxiang, et al.
  Pubblicazione: (2024)
• Uniform-over-dimension convergence with application to location tests for high-dimensional data
  di: Chowdhury, Joydeep, et al.
  Pubblicazione: (2024)
• Normal integral representation for the joint survival function of the cumulative sums of the components of multinomial random vectors
  di: Ouimet, Frédéric
  Pubblicazione: (2024)
• Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
  di: Belzile, Léo R., et al.
  Pubblicazione: (2022)
• On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices
  di: Genest, Christian, et al.
  Pubblicazione: (2024)