On testing the equality of high dimensional mean vectors with unequal covariance matrices

DOI10.1007/s10463-015-0543-8zbMath1396.62106arXiv1406.6569MaRDI QIDQ520564

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)

Full work available at URL: https://arxiv.org/abs/1406.6569

zbMATH Keywords

hypothesis testing; high-dimensional data; MANOVA

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

62J10: Analysis of variance and covariance (ANOVA)

62F05: Asymptotic properties of parametric tests