Spatial-sign based high-dimensional location test

DOI10.1214/16-EJS1176MaRDI QIDQ309597zbMATHOpenAlexFDO

Authors Long Feng, Fasheng Sun

Publication date 7 September 2016

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

Full work available at URL https://arxiv.org/abs/1506.08312

zbMATH Keywords

spatial medianscalar-invariancelarge \(p\)small \(n\)spatial-sign test

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Directional data; spatial statistics (62H11) Hypothesis testing in multivariate analysis (62H15)

Abstract: In this paper, we consider the problem of testing the mean vector in the high dimensional settings. We proposed a new robust scalar transform invariant test based on spatial sign. The proposed test statistic is asymptotically normal under elliptical distributions. Simulation studies show that our test is very robust and efficient in a wide range of distributions.

Recommendations

• A simpler spatial-sign-based two-sample test for high-dimensional data
• A high-dimensional spatial rank test for two-sample location problems
• Sign-based test for mean vector in high-dimensional and sparse settings
• An inverse norm weight spatial sign test for high-dimensional directional data
• Tests for high-dimensional data based on means, spatial signs and spatial ranks

Cites work

• scientific article; zbMATH DE number 509167 (Why is no real title available?)
• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• scientific article; zbMATH DE number 3376558 (Why is no real title available?)
• A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
• A high-dimensional nonparametric multivariate test for mean vector
• A practical affine equivariant multivariate median
• A test for the mean vector in large dimension and small samples
• A test for the mean vector with fewer observations than the dimension
• A test for the mean vector with fewer observations than the dimension under non-normality
• A two-sample test for equality of means in high dimension
• A two-sample test for high-dimensional data with applications to gene-set testing
• Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
• Multivariate sign-based high-dimensional tests for sphericity
• Multivariate spatial sign and rank methods
• Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
• Two-sample behrens-fisher problem for high-dimensional data

Cited in

(16)

• An inverse norm weight spatial sign test for high-dimensional directional data
• Tests for high-dimensional data based on means, spatial signs and spatial ranks
• Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
• A high‐dimensional inverse norm sign test for two‐sample location problems
• A high-dimensional spatial rank test for two-sample location problems
• A simpler spatial-sign-based two-sample test for high-dimensional data
• Sign tests for weak principal directions
• High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions
• High-dimensional proportionality test of two covariance matrices and its application to gene expression data
• On eigenvalues of a high-dimensional spatial-sign covariance matrix
• An Inverse Norm Sign Test of Location Parameter for High-Dimensional Data
• Projection-based high-dimensional sign test
• Robust test for detecting a signal in a high dimensional sparse normal vector
• Spatial-sign-based high-dimensional white noises test
• Testing high-dimensional mean vector with applications. A normal reference approach
• A note on high-dimensional two-sample test

This page was built for publication: Spatial-sign based high-dimensional location test

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q309597)