A simpler spatial-sign-based two-sample test for high-dimensional data

DOI10.1016/j.jmva.2016.04.004zbMath1341.62146OpenAlexW2344426194MaRDI QIDQ290723

F. Blanchet-Sadri, M. Dambrine

Publication date: 3 June 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.04.004

zbMATH Keywords

asymptotic normalitybias correctionlarge \(p\) small \(n\)scalar-invariancespatial Median

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items (5)

Asymptotic properties of high-dimensional spatial median in elliptical distributions with application ⋮ Hotelling's \(T^2\) in separable Hilbert spaces ⋮ An overview of tests on high-dimensional means ⋮ On eigenvalues of a high-dimensional spatial-sign covariance matrix ⋮ A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA

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• A Two-Sample Test for Equality of Means in High Dimension
• A High-Dimensional Nonparametric Multivariate Test for Mean Vector

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