A two-sample test for high-dimensional data with applications to gene-set testing
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Publication:2380090
Abstract: We propose a two-sample test for the means of high-dimensional data when the data dimension is much larger than the sample size. Hotelling's classical test does not work for this "large , small " situation. The proposed test does not require explicit conditions in the relationship between the data dimension and sample size. This offers much flexibility in analyzing high-dimensional data. An application of the proposed test is in testing significance for sets of genes which we demonstrate in an empirical study on a leukemia data set.
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