Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach
Jin‐Ting Zhang, Bu Zhou, Jia Guo, Tianming Zhu
Topics & Concepts
MathematicsTest statisticNull distributionChi-square testPearson's chi-squared testCovarianceStatistical hypothesis testingStatisticsSample size determinationApplied mathematicsNormal distributionNull hypothesisOne- and two-tailed testsF-testType I and type II errorsSingularityStatisticExact testMathematical analysisRandom Matrices and ApplicationsBayesian Methods and Mixture ModelsStatistical Distribution Estimation and Applications