Power in High-dimensional testing Problems
Download full text from publisher
References listed on IDEAS
- Swensen, Anders Rygh, 1985. "The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 54-70, February.
- Zhong, Ping-Shou & Chen, Song Xi, 2011. "Tests for High-Dimensional Regression Coefficients With Factorial Designs," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 260-274.
- Pupashenko, Daria & Ruckdeschel, Peter & Kohl, Matthias, 2015. "L2 differentiability of generalized linear models," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 155-164.
- Christine Cutting & Davy Paindaveine & Thomas Verdebout, 2015. "Testing Uniformity on High-Dimensional Spheres against Contiguous Rotationally Symmetric Alternatives," Working Papers ECARES ECARES 2015-04, ULB -- Universite Libre de Bruxelles.
- Pinelis, Iosif, 2014. "Schur2-concavity properties of Gaussian measures, with applications to hypotheses testing," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 384-397.
- Chen, Song Xi & Li, Jun & Zhong, Pingshou, 2014. "Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation," MPRA Paper 59815, University Library of Munich, Germany.
- Bernard Garel & Marc Hallin, 1995.
"Local asymptotic normality of multivariate ARMA processes with a linear trend,"
Annals of the Institute of Statistical Mathematics,
Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 551-579, September.
- Garel, B. & Hallin, M., 1992. "Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend," Papers 9213, Universite Libre de Bruxelles - C.E.M.E..
- Marc Hallin & Bernard Garel, 1995. "Local asymptotic normality of multivariate ARMA processes with a linear trend," ULB Institutional Repository 2013/2053, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Masanobu Taniguchi & Abdeslam Serroukh & Kokyo Choy, 1999. "Local asymptotic normality for regression models with long-memory disturbance, with statistical applications," ULB Institutional Repository 2013/2091, ULB -- Universite Libre de Bruxelles.
- Ley, Christophe & Paindaveine, Davy & Verdebout, Thomas, 2015. "High-dimensional tests for spherical location and spiked covariance," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 79-91.
- Vaart,A. W. van der, 2000. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521784504.
- T. Tony Cai & Weidong Liu & Yin Xia, 2014. "Two-sample test of high dimensional means under dependence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(2), pages 349-372, March.
- Srivastava, Muni S. & Du, Meng, 2008. "A test for the mean vector with fewer observations than the dimension," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 386-402, March.
- Jianqing Fan & Yuan Liao & Jiawei Yao, 2015. "Power Enhancement in High‐Dimensional Cross‐Sectional Tests," Econometrica, Econometric Society, vol. 83(4), pages 1497-1541, July.
- Srivastava, Muni S. & Katayama, Shota & Kano, Yutaka, 2013. "A two sample test in high dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 349-358.
More about this item
Keywordshigh-dimensional testing problems; power enhancement principle; power enhancement component; asymptotic enhanceability; marginal LAN;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eca:wpaper:2013/260442. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Benoit Pauwels). General contact details of provider: http://edirc.repec.org/data/arulbbe.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.