1 citations · 1 across the 1 of their papers we have counts for
3 papers
stat.ME2020
Covariance matrix testing in high dimension using random projections
Deepak Nag Ayyala, Santu Ghosh, Daniel F. Linder
Estimation and hypothesis tests for the covariance matrix in high dimensions is a challenging problem as the traditional multivariate asymptotic theory is no longer valid. When the…
stat.ME2020
Two-Sample High Dimensional Mean Test Based On Prepivots
Santu Ghosh, Deepak Nag Ayyala, Rafael Hellebuyck
Testing equality of mean vectors is a very commonly used criterion when comparing two multivariate random variables. Traditional tests such as Hotelling's T-squared become either u…
stat.ME2013★ 1 cited
Smoothed and Iterated Bootstrap Confidence Regions for Parameter Vectors
Santu Ghosh, Alan M. Polansky
The construction of confidence regions for parameter vectors is a difficult problem in the nonparametric setting, particularly when the sample size is not large. The bootstrap has…