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Original Articles

A new test for the mean vector in large dimension and small samples

Pages 6115-6128 | Received 01 Jun 2015, Accepted 24 May 2016, Published online: 23 Mar 2017

References

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  • Fan, J.Q., Li, R.Z. (2006). Statistical challenges with high dimensionality: Feature selection in knowledge discovery. Proceeding of The International Congress of Mathematics 3:595–622.
  • Srivastava, M.S., Du, M. (2008). A test for the mean vector with fewer observations than the dimension. Journal of Multivariate Analysis 99(3):386–402.
  • Srivastava, M.S. (2005). Some tests concerning the covariance matrix in high-dimensional data. Journal of the Japan Statistical Society 35:251–272.
  • Schott, J.R. (1997). Matrix Analysis for Statistics. New York: Wiley.
  • Thulin, M. (2014). A high-dimensional two-sample test for the mean using random subspaces. Computational Statistics and Data Analysis 74:26–38.

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