Phase I analysis of high-dimensional processes in the presence of outliers
One of the significant challenges in monitoring the quality of products today is the high
dimensionality of quality characteristics. In this paper, we address Phase I analysis of high …
dimensionality of quality characteristics. In this paper, we address Phase I analysis of high …
Two-sample test for high-dimensional covariance matrices: A normal-reference approach
Testing the equality of the covariance matrices of two high-dimensional samples is a
fundamental inference problem in statistics. Several tests have been proposed but they are …
fundamental inference problem in statistics. Several tests have been proposed but they are …
HDNRA: An R package for HDLSS location testing with normal-reference approaches
The challenge of location testing for high-dimensional data in statistical inference is notable.
Existing literature suggests various methods, many of which impose strong regularity …
Existing literature suggests various methods, many of which impose strong regularity …
A scale-invariant test for linear hypothesis of means in high dimensions
M Cao, Z Cheng, K Xu, D He - Statistical Papers, 2024 - Springer
In this paper, we propose a new scale-invariant test for linear hypothesis of mean vectors
with heteroscedasticity in high-dimensional settings. Most existing tests impose strong …
with heteroscedasticity in high-dimensional settings. Most existing tests impose strong …
Testing linear hypothesis of high-dimensional means with unequal covariance matrices
M Cao, S Liang, D He, K Xu - Journal of the Korean Statistical Society, 2022 - Springer
In this paper, we propose a new scalar-transformation-invariant test for linear hypothesis on
mean vectors of normal population with unequal covariance matrices in high-dimensional …
mean vectors of normal population with unequal covariance matrices in high-dimensional …
Two-sample Behrens–Fisher problems for high-dimensional data: a normal reference scale-invariant test
For high-dimensional two-sample Behrens–Fisher problems, several non-scale-invariant
and scale-invariant tests have been proposed. Most of them impose strong assumptions on …
and scale-invariant tests have been proposed. Most of them impose strong assumptions on …
Mean test with fewer observation than dimension and ratio unbiased estimator for correlation matrix
T Jiang, P Li - arXiv preprint arXiv:2108.06892, 2021 - arxiv.org
Hotelling's T-squared test is a classical tool to test if the normal mean of a multivariate
normal distribution is a specified one or the means of two multivariate normal means are …
normal distribution is a specified one or the means of two multivariate normal means are …
On monitoring high‐dimensional processes with individual observations
Modern data collecting methods and computation tools have made it possible to monitor
high‐dimensional processes. In this article, we investigate phase II monitoring of high …
high‐dimensional processes. In this article, we investigate phase II monitoring of high …
HYPOTHESIS TESTING IN HIGH-DIMENSIONAL LINEAR REGRESSION
Recently, several non-scale-invariant and scale-invariant tests have been proposed for a
general linear hypothesis testing problem for high-dimensional data, which include one-way …
general linear hypothesis testing problem for high-dimensional data, which include one-way …
A revisit to Bai–Saranadasa's two-sample test
Bai–Saranadasa's two-sample test for high-dimensional data, namely BS-test, has been
widely cited in the literature. However, it may not control the size well when the required …
widely cited in the literature. However, it may not control the size well when the required …