3 papers
stat.ME2022
Testing Independence of Bivariate Censored Data using Random Walk on Restricted Permutation Graph
Seonghun Cho, Donghyeon Yu, Johan Lim
In this paper, we propose a procedure to test the independence of bivariate censored data, which is generic and applicable to any censoring types in the literature. To test the hyp…
math.ST2019
An Invariant Test for Equality of Two Large Scale Covariance Matrices
Taehyeon Koo, Seonghun Cho, Johan Lim
In this work, we are motivated by the recent work of Zhang et al. (2019) and study a new invariant test for equality of two large scale covariance matrices. Two modified likelihood…
math.ST2019
Note on Mean Vector Testing for High-Dimensional Dependent Observations
Seonghun Cho, Johan Lim, Deepak Nag Ayyala +2
For the mean vector test in high dimension, Ayyala et al.(2017,153:136-155) proposed new test statistics when the observational vectors are M dependent. Under certain conditions, t…