Application of the empirical Bayes approach to nonparametric testing for high-dimensional data

Application of the empirical Bayes approach to nonparametric testing for high-dimensional data

In [5] a simple, data-driven and computationally efficient procedure of (nonparametric) testing for high-dimensional data have been introduced. The procedure is based on randomization and resampling, a special sequential data partition procedure, and χ2-type test statistics. However, the χ2 test has...

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Bibliographic Details
Main Authors: Gintautas Jakimauskas, Jurgis Sušinskas
Format: Article
Language:English
Published: Vilnius University Press 2010-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
empirical Bayes
chi-square test
high-dimensional data
nonparametric maximum likelihood estimator
nonparametric testing
posterior mean
Online Access:https://www.journals.vu.lt/LMR/article/view/17859

Internet

https://www.journals.vu.lt/LMR/article/view/17859

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