The mean tests with high dimensional data

DOI10.1016/J.JMVA.2025.105564MaRDI QIDQ6872994zbMATH OpenFDO

Authors Wenzhi Yang, Chi Yao, Yi-Ming Liu, Guangming Pan, Wang Zhou

Publication date 19 January 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105564

zbMATH Keywords

high dimensional dataHotelling's testmean test

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Multivariate analysis (62Hxx)

Cites work

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• A regularized Hotelling's \(T^{2}\) test for pathway analysis in proteomic studies
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• A test for the mean vector with fewer observations than the dimension under non-normality
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• An adaptable generalization of Hotelling's T^2 test in high dimension
• Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
• Conditions for linear processes to be strong-mixing
• Covariance regularization by thresholding
• Database-friendly random projections: Johnson-Lindenstrauss with binary coins.
• Diagonal likelihood ratio test for equality of mean vectors in high-dimensional data
• High dimensional correlation matrices: the central limit theorem and its applications
• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• Independence test for high dimensional data based on regularized canonical correlation coefficients
• The generalization of Student's ratio.
• Two-Sample Test of High Dimensional Means Under Dependence

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