Distribution and correlation-free two-sample test of high-dimensional means
From MaRDI portal
Publication:2196222
DOI10.1214/19-AOS1848zbMATH Open1454.62157arXiv1904.07416OpenAlexW3043189495MaRDI QIDQ2196222FDOQ2196222
Authors: Kaijie Xue, Fang Yao 
Publication date: 28 August 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This two-sample test based on a nontrivial extension of the one-sample central limit theorem (Chernozhukov et al., 2017) provides a practically useful procedure with rigorous theoretical guarantees on its size and power assessment. In particular, the proposed test is easy to compute and does not require the independently and identically distributed assumption, which is allowed to have different distributions and arbitrary correlation structures. Further desired features include weaker moments and tail conditions than existing methods, allowance for highly unequal sample sizes, consistent power behavior under fairly general alternative, data dimension allowed to be exponentially high under the umbrella of such general conditions. Simulated and real data examples are used to demonstrate the favorable numerical performance over existing methods.
Full work available at URL: https://arxiv.org/abs/1904.07416
Recommendations
- A distribution-free two-sample run test applicable to high-dimensional data
- A note on high-dimensional two-sample test
- A nonparametric two-sample test applicable to high dimensional data
- A two-sample test for equality of means in high dimension
- High dimensional two-sample test based on the inter-point distance
Asymptotic properties of parametric tests (62F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)
Cites Work
- Significance testing in non-sparse high-dimensional linear models
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Central limit theorems and bootstrap in high dimensions
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- A two-sample test for high-dimensional data with applications to gene-set testing
- Title not available (Why is that?)
- Two-Sample Test of High Dimensional Means Under Dependence
- Multivariate Theory for Analyzing High Dimensional Data
- A test for the mean vector with fewer observations than the dimension under non-normality
- A test for the mean vector with fewer observations than the dimension
- A two-sample test for equality of means in high dimension
- A high-dimensional nonparametric multivariate test for mean vector
- An adaptive two-sample test for high-dimensional means
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- Tests for multivariate analysis of variance in high dimension under non-normality
- Two-sample behrens-fisher problem for high-dimensional data
- A test for the mean vector in large dimension and small samples
- A high-dimension two-sample test for the mean using cluster subspaces
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems
- Mean vector testing for high-dimensional dependent observations
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- A new test for the mean vector in large dimension and small samples
Cited In (20)
- Linear Hypothesis Testing in Linear Models With High-Dimensional Responses
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
- Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA
- High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data
- Sparse signal detection in heteroscedastic Gaussian sequence models: sharp minimax rates
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration
- High-dimensional tests for mean vector: approaches without estimating the mean vector directly
- Distribution/correlation-free test for two-sample means in high-dimensional functional data with eigenvalue decay relaxed
- Order test for high-dimensional two-sample means
- A high‐dimensional inverse norm sign test for two‐sample location problems
- Finite sample \(t\)-tests for high-dimensional means
- Projection-based high-dimensional sign test
- A distribution-free two-sample run test applicable to high-dimensional data
- Distributed hypothesis testing for large dimensional two-sample mean vectors
- A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data
- An overview of tests on high-dimensional means
- Two-Sample Test of High Dimensional Means Under Dependence
- Power boosting: fusion of multiple test statistics via resampling
- Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
This page was built for publication: Distribution and correlation-free two-sample test of high-dimensional means
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2196222)
