Item:Q2196248: Difference between revisions

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-An adaptable generalization of Hotelling's \(T^2\) test in high dimension
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-scientific article
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-scholarly article
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-An adaptable generalization of Hotelling's \(T^2\) test in high dimension (English)
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-.62083
@@ Property / zbMATH Open document ID: 1451.62083 / rank @@
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-.1214/19-AOS1869
@@ Property / DOI: 10.1214/19-AOS1869 / rank @@
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-Hao-Ran Li
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-Alexander Aue
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-Debashis Paul
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-Jie Peng
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-Pei Wang
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-The Annals of Statistics
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-August 2020Timestamp +2020-08-28T00:00:00Z
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@@ Property / publication date: 28 August 2020 / rank @@
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-https://arxiv.org/abs/1609.08725
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-https://projecteuclid.org/euclid.aos/1594972840
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-There is an investigation on the two-sample testing problem for high dimensional means in connection with the Hotelling's \(T^2\) approach. A test statistic based upon the regularized Hotelling's \(T^2\), RTH, introduced by \textit{L. S. Chen} et al. [J. Am. Stat. Assoc. 106, No. 496, 1345--1360 (2011; Zbl 1234.62082)] for the one-sample case, is proposed and extensively discussed. The authors provide a Bayesian framework to analyze the power of the RTH and construct a new composite test by combining the RTH statistics corresponding to a set of optimally chosen regularization parameters. The new composite testing procedure will be named ``adaptable RTH'', shortly ARTH. The weak convergence of the considered stochastic process to a Gaussian limit is proved. The asymptotic behavior of the test by relaxing the assumption of Gaussian to sub-Gaussian is investigated. The regularized Hotelling's \(T^2\), RTH, test is introduced and largely discussed in the second section of the article while the adaptable ARTH is presented in the third section. The calibration of type I error probability and extension to a general class of sub-Gaussian distributions are presented in the fourth and fifth section. Simulation results are shown in the sixth section and a practical application to a breast cancer data set in the seventh section. In the eighth section, we find a short discussion on obtained results. The ninth section is devoted to the proofs of main results and is followed by a short appendix containing some auxiliary results. One reports that additional simulation results and detailed proofs of the main results are contained in a supplementary material in \url{doi:10.1214/19-AOS1869SUPP}.
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-Claudia Simionescu-Badea
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@@ Property / Mathematics Subject Classification ID @@
-J10
@@ Property / Mathematics Subject Classification ID: 62J10 / rank @@
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-H15
@@ Property / Mathematics Subject Classification ID: 62H15 / rank @@
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-H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
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-B20
@@ Property / Mathematics Subject Classification ID: 60B20 / rank @@
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-G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
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-B52
@@ Property / Mathematics Subject Classification ID: 15B52 / rank @@
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-P10
@@ Property / Mathematics Subject Classification ID: 62P10 / rank @@
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@@ Property / zbMATH DE Number @@
-7241613
@@ Property / zbMATH DE Number: 7241613 / rank @@
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-asymptotic property
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-covariance matrix
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-Hotelling's \(T^2\) statistic
@@ Property / zbMATH Keywords: Hotelling's \(T^2\) statistic / rank @@
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-hypothesis testing
@@ Property / zbMATH Keywords: hypothesis testing / rank @@
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-locally most powerful tests
@@ Property / zbMATH Keywords: locally most powerful tests / rank @@
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-random matrix theory
@@ Property / zbMATH Keywords: random matrix theory / rank @@
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-MaRDI publication profile
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-.08725
@@ Property / arXiv ID: 1609.08725 / rank @@
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-Publication:2196248

Latest revision as of 08:54, 29 April 2024

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Item:Q151159