Sign-based test for mean vector in high-dimensional and sparse settings
From the authors' abstract: ``In this article, we introduce a robust sparse test statistic which is based on the maximum type statistic. Both the limiting null distribution of the test statistic and the power of the test are analysed. Through numerical simulations, the performance of the proposed test is compared with the performance of other tests available in the literature. The authors show that the proposed test outperforms other tests in the case of sparse alternative. In fact, the numerical results presented in the paper concern alternatives where only a small fraction of means are different from zero. For \(p=50,100\) or \(200\) variables, the number of non-zero means in the alternative hypothesis is \([\sqrt{p}]\) or \([0.05p]\), where \([x ]\) is the floor of the real number \(x\). In both cases and for different distributions, the power of the proposed test is higher than the power of the other tests, especially for the largest value of \(p\), i.e., \(p=200\).
- Multivariate sign-based high-dimensional tests for sphericity
- Tests for mean vectors in high dimension
- An adaptive spatial-sign-based test for mean vectors of elliptically distributed high-dimensional data
- Significance testing in non-sparse high-dimensional linear models
- Robust test for detecting a signal in a high dimensional sparse normal vector
- Mean vector testing for high-dimensional dependent observations
- A simpler spatial-sign-based two-sample test for high-dimensional data
- Tests for high-dimensional data based on means, spatial signs and spatial ranks
- A high-dimensional nonparametric multivariate test for mean vector
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A high-dimensional nonparametric multivariate test for mean vector
- A test for the mean vector in large dimension and small samples
- A test for the mean vector with fewer observations than the dimension
- A test for the mean vector with fewer observations than the dimension under non-normality
- A two-sample test for high-dimensional data with applications to gene-set testing
- Adaptive thresholding for sparse covariance matrix estimation
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
- Feature screening via distance correlation learning
- High-dimensional sparse MANOVA
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- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- A simpler spatial-sign-based two-sample test for high-dimensional data
- Spatial-sign based high-dimensional location test
- High-dimensional sparse MANOVA
- Robust test for detecting a signal in a high dimensional sparse normal vector
- Power enhancement in high-dimensional cross-sectional tests
- Multivariate sign-based high-dimensional tests for sphericity
- Mean test for high-dimensional data based on covariance matrix with linear structures
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