An adaptable generalization of Hotelling's $T^2$ test in high dimension

DOI10.1214/19-AOS1869zbMath1451.62083arXiv1609.08725OpenAlexW3042820579MaRDI QIDQ151159

Jie Peng, Alexander Aue, Pei Wang, Debashis Paul, Haoran Li, Jie Peng, Pei Wang, Debashis Paul, Alexander Aue, Hao-Ran Li

Publication date: 28 September 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.08725

zbMATH Keywords

hypothesis testingcovariance matrixrandom matrix theoryasymptotic propertyHotelling's \(T^2\) statisticlocally most powerful tests

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (11)

A rank-based high-dimensional test for equality of mean vectors ⋮ An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity ⋮ Finite sample \(t\)-tests for high-dimensional means ⋮ Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration ⋮ Limiting distributions of graph-based test statistics on sparse and dense graphs ⋮ A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors ⋮ High-dimensional general linear hypothesis tests via non-linear spectral shrinkage ⋮ ARHT ⋮ High-dimensional linear models: a random matrix perspective ⋮ An overview of tests on high-dimensional means ⋮ Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches

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