A test for the mean vector with fewer observations than the dimension under non-normality

DOI10.1016/j.jmva.2008.06.006zbMath1154.62046MaRDI QIDQ1000578

Muni S. Srivastava

Publication date: 9 February 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.06.006

zbMATH Keywords

non-normality; high dimension; asymptotic null and non-null distributions; fewer observations; testing mean vectors

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis