An approximate randomization test for the high-dimensional two-sample Behrens–Fisher problem under arbitrary covariances
R Wang, W Xu - Biometrika, 2022 - academic.oup.com
This paper is concerned with the problem of comparing the population means of two groups
of independent observations. An approximate randomization test procedure based on the …
of independent observations. An approximate randomization test procedure based on the …
Test for high dimensional covariance matrices
The paper introduces a new test for testing structures of covariances for high dimensional
vectors and the data dimension can be much larger than the sample size. Under proper …
vectors and the data dimension can be much larger than the sample size. Under proper …