Saved in:
| Main Authors: | Chen, Zengjing, Liu, Ruihan, Yao, Jianfeng |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2603.14431 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Testing High-dimensional Nonstationary Time Series
by: Liu, Ruihan, et al.
Published: (2023)
by: Liu, Ruihan, et al.
Published: (2023)
Alignment and matching tests for high-dimensional tensor signals via tensor contraction
by: Liu, Ruihan, et al.
Published: (2024)
by: Liu, Ruihan, et al.
Published: (2024)
High dimensional Mean Test for Temporal Dependent Data
by: Hu, Yuchen, et al.
Published: (2025)
by: Hu, Yuchen, et al.
Published: (2025)
Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix
by: Qiu, Jiaxin, et al.
Published: (2023)
by: Qiu, Jiaxin, et al.
Published: (2023)
High Dimensional Mean Test for Shrinking Random Variables with Applications to Backtesting
by: Chen, Liujun, et al.
Published: (2026)
by: Chen, Liujun, et al.
Published: (2026)
Large Deviation Analysis of Score-based Hypothesis Testing
by: Diao, Enmao, et al.
Published: (2024)
by: Diao, Enmao, et al.
Published: (2024)
Adaptive Rank-based Tests for High Dimensional Mean Problems
by: Zhang, Yu, et al.
Published: (2023)
by: Zhang, Yu, et al.
Published: (2023)
A Bayes-Motivated Quadratic-Form Test for High-Dimensional Mean Testing
by: He, Daojiang, et al.
Published: (2025)
by: He, Daojiang, et al.
Published: (2025)
Two Sample Testing for High-dimensional Functional Data: A Multi-resolution Projection Method
by: Wang, Shouxia, et al.
Published: (2025)
by: Wang, Shouxia, et al.
Published: (2025)
Autocorrelation Test under Frequent Mean Shifts
by: Liu, Ziyang, et al.
Published: (2025)
by: Liu, Ziyang, et al.
Published: (2025)
High-dimensional Newey-Powell Test Via Approximate Message Passing
by: Zhou, Jing, et al.
Published: (2023)
by: Zhou, Jing, et al.
Published: (2023)
High-Dimensional Mean-Variance Spanning Tests
by: Ardia, David, et al.
Published: (2024)
by: Ardia, David, et al.
Published: (2024)
Tensor Stochastic Regression for High-dimensional Time Series via CP Decomposition
by: Li, Shibo, et al.
Published: (2025)
by: Li, Shibo, et al.
Published: (2025)
Efficient posterior sampling for high-dimensional imbalanced logistic regression
by: Sen, Deborshee, et al.
Published: (2019)
by: Sen, Deborshee, et al.
Published: (2019)
Correlation-Adjusted Simultaneous Testing for Ultra High-dimensional Grouped Data
by: Gauran, Iris Ivy, et al.
Published: (2024)
by: Gauran, Iris Ivy, et al.
Published: (2024)
Uncertainty Learning for High-dimensional Mean-variance Portfolio
by: Wu, Ruike, et al.
Published: (2024)
by: Wu, Ruike, et al.
Published: (2024)
Extension of Wald-Wolfowitz Runs Test for Regression Validity Testing with Repeated Measures of Independent Variable
by: Lian, Bo-Yao, et al.
Published: (2025)
by: Lian, Bo-Yao, et al.
Published: (2025)
High dimensional inference for extreme value indices
by: Chen, Liujun, et al.
Published: (2024)
by: Chen, Liujun, et al.
Published: (2024)
Testing relevant difference in high-dimensional linear regression with applications to detect transferability
by: Liu, Xu
Published: (2025)
by: Liu, Xu
Published: (2025)
Test and Measure for Partial Mean Dependence Based on Machine Learning Methods
by: Cai, Leheng, et al.
Published: (2022)
by: Cai, Leheng, et al.
Published: (2022)
Functional Change Point Detection via Adjacent Deviation Subspace
by: Yu, Luoyao, et al.
Published: (2025)
by: Yu, Luoyao, et al.
Published: (2025)
Private Federated Learning for High-dimensional Time Series
by: Chen, Kejun, et al.
Published: (2026)
by: Chen, Kejun, et al.
Published: (2026)
Adaptive Test for High Dimensional Quantile Regression
by: Zhao, Ping, et al.
Published: (2025)
by: Zhao, Ping, et al.
Published: (2025)
Global Tests for Smoothed Functions in Mean Field Variational Additive Models
by: Meyer, Mark J., et al.
Published: (2024)
by: Meyer, Mark J., et al.
Published: (2024)
The Role of Mean Absolute Deviation Function in Obtaining Smooth Estimation for Distribution and Density Functions: Beta Regression Approach
by: Elamir, Elsayed A. H.
Published: (2024)
by: Elamir, Elsayed A. H.
Published: (2024)
Standardized Descriptive Index for Measuring Deviation and Uncertainty in Psychometric Indicators
by: Muñoz, Mark Dominique Dalipe
Published: (2025)
by: Muñoz, Mark Dominique Dalipe
Published: (2025)
AlphaRank: An Artificial Intelligence Approach for Ranking and Selection Problems
by: Zhou, Ruihan, et al.
Published: (2024)
by: Zhou, Ruihan, et al.
Published: (2024)
Predictive Performance Test based on the Exhaustive Nested Cross-Validation for High-dimensional data
by: Gauran, Iris Ivy, et al.
Published: (2024)
by: Gauran, Iris Ivy, et al.
Published: (2024)
Testing Independence Between High-Dimensional Random Vectors Using Rank-Based Max-Sum Tests
by: Wang, Hongfei, et al.
Published: (2024)
by: Wang, Hongfei, et al.
Published: (2024)
Factor-Adjusted Multiple Testing for High-Dimensional Individual Mediation Effects
by: Shi, Chen, et al.
Published: (2026)
by: Shi, Chen, et al.
Published: (2026)
Two-Stage Testing in a high dimensional setting
by: Jonker, Marianne A, et al.
Published: (2024)
by: Jonker, Marianne A, et al.
Published: (2024)
Difference-Based High-Dimensional Long-Run Covariance Matrix Estimation for Mean-shift Time Series
by: Liu, Yanhong, et al.
Published: (2026)
by: Liu, Yanhong, et al.
Published: (2026)
A Test for Jumps in Metric-Space Conditional Means
by: Van Dijcke, David
Published: (2025)
by: Van Dijcke, David
Published: (2025)
Mean Squared Prediction Error Estimators of EBLUP of a Small Area Mean Under a Semi-Parametric Fay-Herriot Model
by: Chen, Shijie, et al.
Published: (2024)
by: Chen, Shijie, et al.
Published: (2024)
Goodness-of-Fit Tests for Censored and Truncated Data: Maximum Mean Discrepancy Over Regular Functionals
by: Escanciano, Juan Carlos, et al.
Published: (2026)
by: Escanciano, Juan Carlos, et al.
Published: (2026)
Testing for large-dimensional covariance matrix under differential privacy
by: Sang, Shiwei, et al.
Published: (2025)
by: Sang, Shiwei, et al.
Published: (2025)
Spatial-Sign based High dimensional Change Point Inference
by: Liu, Jixuan, et al.
Published: (2025)
by: Liu, Jixuan, et al.
Published: (2025)
Testing common invariant subspace of multilayer networks
by: Yuan, Mingao, et al.
Published: (2024)
by: Yuan, Mingao, et al.
Published: (2024)
Power-Enhanced Two-Sample Mean Tests for High-Dimensional Compositional Data with Application to Microbiome Data Analysis
by: Li, Danning, et al.
Published: (2024)
by: Li, Danning, et al.
Published: (2024)
Uniform Inference on High-dimensional Spatial Panel Networks
by: Chernozhukov, Victor, et al.
Published: (2021)
by: Chernozhukov, Victor, et al.
Published: (2021)
Similar Items
-
Testing High-dimensional Nonstationary Time Series
by: Liu, Ruihan, et al.
Published: (2023) -
Alignment and matching tests for high-dimensional tensor signals via tensor contraction
by: Liu, Ruihan, et al.
Published: (2024) -
High dimensional Mean Test for Temporal Dependent Data
by: Hu, Yuchen, et al.
Published: (2025) -
Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix
by: Qiu, Jiaxin, et al.
Published: (2023) -
High Dimensional Mean Test for Shrinking Random Variables with Applications to Backtesting
by: Chen, Liujun, et al.
Published: (2026)