Related papers: HDNRA: An R package for HDLSS location testing wit…
In high dimensions, the classical Hotelling's $T^2$ test tends to have low power or becomes undefined due to singularity of the sample covariance matrix. In this paper, this problem is overcome by projecting the data matrix onto lower…
In this paper, we consider the problem of testing the mean vector in the high dimensional settings. We proposed a new robust scalar transform invariant test based on spatial sign. The proposed test statistic is asymptotically normal under…
One of the most common applications of spatial data analysis is detecting zones, at a certain investigation level, where a point-referenced event under study is especially concentrated. The detection of this kind of zones, which are usually…
This article introduces the R package hermiter which facilitates estimation of univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric…
We consider the problem of testing the mean of high-dimensional data when the dimension may grow without explicit rate restrictions relative to the sample size. The proposed procedure is based on the statistic V_n = n||Xn||^2, which avoids…
Many statistical methodologies for high-dimensional data assume the population is normal. Although a few multivariate normality tests have been proposed, to the best of our knowledge, none of them can properly control the type I error when…
Testing the equality of mean vectors across $g$ different groups plays an important role in many scientific fields. In regular frameworks, likelihood-based statistics under the normality assumption offer a general solution to this task.…
This paper introduces the generalized Hausman test as a novel method for detecting non-normality of the latent variable distribution of unidimensional Item Response Theory (IRT) models for binary data. The test utilizes the pairwise maximum…
In this paper, we introduce a scanner package enhanced by deep learning (DL) techniques. The proposed package addresses two significant challenges associated with previously developed DL-based methods: slow convergence in high-dimensional…
Sample quantiles, such as the median, are often better suited than the sample mean for summarising location characteristics of a data set. Similarly, linear combinations of sample quantiles and ratios of such linear combinations, e.g. the…
In this paper, we introduce the \textbf{G}eneralized \textbf{L}inear \textbf{S}pectral \textbf{S}tatistics (GLSS) of a high-dimensional sample covariance matrix $\bm{S}_n$, denoted as $\operatorname{tr}f(\bm{S}_n)\bm{B}_n$, which…
We study the problem of detecting multiple change points in the mean vectors of an independent sequence of high-dimensional observations. We propose a family of ridge-regularized CUSUM statistics built upon the adaptable ridge-regularized…
This paper introduces the R package slm which stands for Stationary Linear Models. The package contains a set of statistical procedures for linear regression in the general context where the error process is strictly stationary with short…
With the improvement in the quantity and quality of remote sensing images, content-based remote sensing object retrieval (CBRSOR) has become an increasingly important topic. However, existing CBRSOR methods neglect the utilization of global…
Covariate adjustment is a widely used technique in randomized clinical trials (RCTs) for improving the efficiency of treatment effect estimators. By adjusting for predictive baseline covariates, variance can be reduced, enhancing…
In molecular biology, advances in high-throughput technologies have made it possible to study complex multivariate phenotypes and their simultaneous associations with high-dimensional genomic and other omics data, a problem that can be…
We propose a compressive classification framework for settings where the data dimensionality is significantly higher than the sample size. The proposed method, referred to as compressive regularized discriminant analysis (CRDA) is based on…
Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional relationship between the dimension (say, $p$) and the sample size (say,…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
Estimation and hypothesis tests for the covariance matrix in high dimensions is a challenging problem as the traditional multivariate asymptotic theory is no longer valid. When the dimension is larger than or increasing with the sample…