English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Tools annual

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Presents the access of premium content as premium feature

Premium Content

Global: Zendy Plus annual

Global: Zendy Free Plan

This paper establishes the asymptotic independence between the quadratic formand maximum of a sequence of independent random variables. Based on thistheoretical result, we find the asymptotic joint distribution for the quadraticform and maximum, which can be applied into the high-dimensional testingproblems. By combining the sum-type test and the max-type test, we propose theFisher's combination tests for the one-sample mean test and two-sample meantest. Under this novel general framework, several strong assumptions inexisting literature have been relaxed. Monte Carlo simulation has been donewhich shows that our proposed tests are strongly robust to both sparse anddense data.

Asymptotic Independence of the Quadratic form and Maximum of Independent Random Variables with Applications to High-Dimensional Tests