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Two sample tests for high-dimensional covariance matrices
High-dimensional covariance large p small n likelihood ratio test testing for gene-sets
2012/6/21
We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance--covariance matrices, and the other is on off-diagonal sub-matr...
Dvoretzky--Kiefer--Wolfowitz Inequalities for the Two-sample Case
Kolmogorov–Smirnov test empirical distribution functions Statistics Theory
2011/9/21
Abstract: The Dvoretzky--Kiefer--Wolfowitz (DKW) inequality says that if $F_n$ is an empirical distribution function for variables i.i.d.\ with a distribution function $F$, and $K_n$ is the Kolmogorov...
Estimation of the mean of functional time series and a two sample problem
Functional data analysis Time series Two sample problem Long–run variance Eurodollar futures
2011/6/15
This paper is concerned with inference based on the mean function of a functional
time series, which is defined as a collection of curves obtained by splitting a continuous
time record, e.g. into da...