A test for the k sample Behrens-Fisher problem in high dimensional data

DOI10.1016/J.JSPI.2018.12.002MaRDI QIDQ2317297zbMATH OpenOpenAlexFDO

Authors Junyong Park, Ming Xiang Cao, Daojiang He

Publication date 9 August 2019

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.07878

zbMATH Keywords

asymptotic null and non-null distributionshigh dimensional datamartingale central limit theorem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Abstract: In this paper, the $k$ sample Behrens-Fisher problem is investigated in high dimensional setting. We propose a new test statistic and demonstrate that the proposed test is expected to have more powers than some existing test especially when sample sizes are unbalanced. We provide theoretical investigation as well as numerical studies on both sizes and powers of the proposed tests and existing test. Both theoretical comparison of the asymptotic power functions and numerical studies show that the proposed test tends to have more powers than existing test in many cases of unbalanced sample sizes.

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Cited in

(16)

• On the \(k\)-sample Behrens-Fisher problem for high-dimensional data
• A further study on Chen-Qin's test for two-sample Behrens-Fisher problems for high-dimensional data
• A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure
• Testing linear hypothesis of high-dimensional means with unequal covariance matrices
• Testing high-dimensional nonparametric Behrens-Fisher problem
• A U-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
• A Behrens-Fisher problem for general factor models in high dimensions
• Two-sample behrens-fisher problem for high-dimensional data
• scientific article; zbMATH DE number 7376764 (Why is no real title available?)
• Subsampling inference with K populations and a non-standard Behrens-Fisher problem
• A high-dimensional test for the k-sample Behrens–Fisher problem
• A scale-invariant test for linear hypothesis of means in high dimensions
• The k-sample Behrens-Fisher problem for high-dimensional data with model free assumption
• Overview of normal-reference tests for high-dimensional means with implementation in the R package `HDNRA'
• A simultaneous test of mean vector and covariance matrix in high-dimensional settings
• Two-sample Behrens-Fisher problems for high-dimensional data: a normal reference approach

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