Spatial-sign based high-dimensional location test

DOI10.1214/16-EJS1176zbMath1347.62091arXiv1506.08312OpenAlexW2963380165MaRDI QIDQ309597

Long Feng, Fasheng Sun

Publication date: 7 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.08312

zbMATH Keywords

spatial medianscalar-invariancelarge \(p\)small \(n\)spatial-sign test

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15)

Related Items (5)

High-dimensional proportionality test of two covariance matrices and its application to gene expression data ⋮ Asymptotic properties of high-dimensional spatial median in elliptical distributions with application ⋮ Testing high-dimensional mean vector with applications. A normal reference approach ⋮ High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions ⋮ On eigenvalues of a high-dimensional spatial-sign covariance matrix

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