On testing the equality of high dimensional mean vectors with unequal covariance matrices
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Publication:520564
DOI10.1007/S10463-015-0543-8zbMATH Open1396.62106arXiv1406.6569OpenAlexW1826280061MaRDI QIDQ520564FDOQ520564
Authors: Yong-Cai Geng, Sumit K. Garg 
Publication date: 5 April 2017
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Abstract: In this article, we focus on the problem of testing the equality of several high dimensional mean vectors with unequal covariance matrices. This is one of the most important problem in multivariate statistical analysis and there have been various tests proposed in the literature. Motivated by citet{BaiS96E} and cite{ChenQ10T}, a test statistic is introduced and the asymptomatic distributions under the null hypothesis as well as the alternative hypothesis are given. In addition, it is compared with a test statistic recently proposed by cite{SrivastavaK13Ta}. It is shown that our test statistic performs much better especially in the large dimensional case.
Full work available at URL: https://arxiv.org/abs/1406.6569
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Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)
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Cited In (42)
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