In this paper, we will introduce the so called naive tests and give a brief
review on the newly development. Naive testing methods are easy to understand
and performs robust especially when the dimension is large. In this paper, we
mainly focus on reviewing some naive testing methods for the mean vectors and
covariance matrices of high dimensional populations and believe this naive test
idea can be wildly used in many other testing problems.
Description
A review of 20 years of naive tests of significance for high-dimensional
mean vectors and covariance matrices
%0 Generic
%1 hu2016review
%A Hu, Jiang
%A Bai, Zhidong
%D 2016
%K multivariate statistics
%T A review of 20 years of naive tests of significance for high-dimensional
mean vectors and covariance matrices
%U http://arxiv.org/abs/1603.01003
%X In this paper, we will introduce the so called naive tests and give a brief
review on the newly development. Naive testing methods are easy to understand
and performs robust especially when the dimension is large. In this paper, we
mainly focus on reviewing some naive testing methods for the mean vectors and
covariance matrices of high dimensional populations and believe this naive test
idea can be wildly used in many other testing problems.
@misc{hu2016review,
abstract = {In this paper, we will introduce the so called naive tests and give a brief
review on the newly development. Naive testing methods are easy to understand
and performs robust especially when the dimension is large. In this paper, we
mainly focus on reviewing some naive testing methods for the mean vectors and
covariance matrices of high dimensional populations and believe this naive test
idea can be wildly used in many other testing problems.},
added-at = {2016-03-08T22:36:29.000+0100},
author = {Hu, Jiang and Bai, Zhidong},
biburl = {https://www.bibsonomy.org/bibtex/2e0c06aee450ee5244e6d933e41403863/shabbychef},
description = {A review of 20 years of naive tests of significance for high-dimensional
mean vectors and covariance matrices},
interhash = {b69c8d0016cca2ae388976cd6709537c},
intrahash = {e0c06aee450ee5244e6d933e41403863},
keywords = {multivariate statistics},
note = {cite arxiv:1603.01003},
timestamp = {2016-03-08T22:36:29.000+0100},
title = {A review of 20 years of naive tests of significance for high-dimensional
mean vectors and covariance matrices},
url = {http://arxiv.org/abs/1603.01003},
year = 2016
}