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Journal of the American Statistical Association Volume 118, 2023 - Issue 544
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Theory and Methods

Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing

Xiufan Yua Department of Applied and Computational Mathematics and Statistics, University of Notre Dame, Notre Dame, INView further author information
,
Danning Lib School of Mathematics and Statistics and KLAS, Northeast Normal University, Changchun, ChinaCorrespondence[email protected]
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,
Lingzhou Xuec Department of Statistics, The Pennsylvania State University, University Park, PACorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-8252-0637View further author information
ORCID Icon &
Runze Lic Department of Statistics, The Pennsylvania State University, University Park, PAORCID Iconhttps://orcid.org/0000-0002-0154-2202View further author information
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Pages 2548-2561 | Received 08 Jul 2021, Accepted 21 Mar 2022, Published online: 18 May 2022

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Read on this site (2)

Yunlu Jiang, Xueqin Wang, Canhong Wen, Yukang Jiang & Heping Zhang. (2024) Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration. Journal of the American Statistical Association 119:545, pages 701-714.
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Xiufan Yu, Danning Li & Lingzhou Xue. (2024) Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices. Journal of the American Statistical Association 119:545, pages 511-524.
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Articles from other publishers (3)

Anders Bredahl Kock & David Preinerstorfer. (2023) Consistency of p-norm based tests in high dimensions: Characterization, monotonicity, domination. Bernoulli 29:3.
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Wanjun Liu, Xiufan Yu, Jialiang Mao, Xiaoxu Wu & Justin Dyer. (2023) Quantifying the Effectiveness of Advertising: A Bootstrap Proportion Test for Brand Lift Testing. SSRN Electronic Journal.
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Anders Bredahl Kock & David Preinerstorfer. (2022) SUPERCONSISTENCY OF TESTS IN HIGH DIMENSIONS. Econometric Theory, pages 1-17.
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