Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model

DOI10.1007/s42081-018-0029-zzbMath1430.62115OpenAlexW2904983831MaRDI QIDQ2329874

Makoto Aoshima, Kazuyoshi Yata, Aki Ishii

Publication date: 18 October 2019

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-018-0029-z

zbMATH Keywords

asymptotic normalitylarge \(p\) small \(n\)spiked modeldata transformationnoise reduction methodologyeigenstructure estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (5)

Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings ⋮ A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors ⋮ A Behrens-Fisher problem for general factor models in high dimensions ⋮ Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test ⋮ Double data piling leads to perfect classification

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