A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model

DOI10.14490/JJSS.47.273MaRDI QIDQ4578226zbMATH OpenOpenAlexWikidataFDO

Authors Aki Ishii

Publication date 8 August 2018

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss.47.273

zbMATH Keywords

cross-data-matrix methodologyeigenstructureHDLSSlarge \(p\)small \(n\)

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A two-sample test for high-dimension, low-sample-size data under the strongly spiked eigenvalue model
• A two-sample test for high-dimensional data with applications to gene-set testing
• Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
• Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
• Boundary behavior in high dimension, low sample size asymptotics of PCA
• Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
• Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
• Geometric Representation of High Dimension, Low Sample Size Data
• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• PCA consistency in high dimension, low sample size context
• The high-dimension, low-sample-size geometric representation holds under mild conditions
• Two-Sample Test of High Dimensional Means Under Dependence
• Two-sample tests for high-dimension, strongly spiked eigenvalue models
• Two-stage procedures for high-dimensional data

Cited in

(9)

• On two-sample mean tests under spiked covariances
• A two-sample test for high-dimension, low-sample-size data under the strongly spiked eigenvalue model
• Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
• Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
• A Behrens-Fisher problem for general factor models in high dimensions
• Two-sample tests for high-dimension, strongly spiked eigenvalue models
• A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context
• Statistical inference under the strongly spiked eigenvalue model
• Statistical hypothesis testing for high-dimension, low-sample-size data

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