Testing the mean matrix in high-dimensional transposable data
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Publication:3465741
Abstract: The structural information in high-dimensional transposable data allows us to write the data recorded for each subject in a matrix such that both the rows and the columns correspond to variables of interest. One important problem is to test the null hypothesis that the mean matrix has a particular structure without ignoring the potential dependence structure among and/or between the row and column variables. To address this, we develop a simple and computationally efficient nonparametric testing procedure to assess the hypothesis that, in each predefined subset of columns (rows), the column (row) mean vector remains constant. In simulation studies, the proposed testing procedure seems to have good performance and unlike traditional approaches, it is powerful without leading to inflated nominal sizes. Finally, we illustrate the use of the proposed methodology via two empirical examples from gene expression microarrays.
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Cited in
(7)- More powerful tests for sparse high-dimensional covariances matrices
- Inference with transposable data: modelling the effects of row and column correlations
- Hypothesis testing for the covariance matrix in high-dimensional transposable data with Kronecker product dependence structure
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
- A test of the rigid structure of grouped points in high-dimensional data
- Linear hypothesis testing in high-dimensional one-way MANOVA
- Testing high-dimensional mean vector with applications. A normal reference approach
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