Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem

DOI10.1214/13-EJS833zbMath1293.62126MaRDI QIDQ358893

Aymeric Stamm, Simone Vantini, Piercesare Secchi

Publication date: 9 August 2013

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1375708877

zbMATH Keywords

high-dimensional data; MANOVA; Hotelling's theorem; inference for the mean; large \(p\) small \(n\) data

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H15: Hypothesis testing in multivariate analysis

Related Items

High dimensional asymptotics for the naive Hotelling T² statistic in pattern recognition, Hotelling's \(T^2\) in separable Hilbert spaces, Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels, Hypothesis testing for high-dimensional time series via self-normalization, Object Oriented Data Analysis: A few methodological challenges

Uses Software

• R
• fda (R)

Cites Work

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