A new test for the mean vector in large dimension and small samples

DOI10.1080/03610918.2016.1197244MaRDI QIDQ4638809zbMATH OpenOpenAlexFDO

Authors Junguang Zhao

Publication date 30 April 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1197244

zbMATH Keywords

high dimensiontesting mean vectorHotelling \(T^{2}\) test

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• A test for the mean vector in large dimension and small samples
• A test for the mean vector with fewer observations than the dimension
• An adaptive test for the mean vector in large-p-small-n problems
• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
• High-dimensional tests for mean vector: approaches without estimating the mean vector directly

Cites work

• scientific article; zbMATH DE number 976830 (Why is no real title available?)
• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• A high-dimensional two-sample test for the mean using random subspaces
• A test for the mean vector with fewer observations than the dimension
• A two-sample test for high-dimensional data with applications to gene-set testing
• Statistical challenges with high dimensionality: feature selection in knowledge discovery

Cited in

(12)

• Test for a mean vector with fixed or divergent dimension
• A test for the mean vector with fewer observations than the dimension under non-normality
• High-dimensional tests for mean vector: approaches without estimating the mean vector directly
• An adaptive test for the mean vector in large-p-small-n problems
• A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
• A test for the mean vector with fewer observations than the dimension
• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
• Testing high-dimensional mean vector with applications. A normal reference approach
• A test for the mean vector in large dimension and small samples
• Quadratic statistics in testing problems of large dimension
• Distribution and correlation-free two-sample test of high-dimensional means
• Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension

This page was built for publication: A new test for the mean vector in large dimension and small samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4638809)