Robust two-sample test of high-dimensional mean vectors under dependence

DOI10.1016/j.jmva.2018.09.013zbMath1415.62041OpenAlexW2895799356WikidataQ129113692 ScholiaQ129113692MaRDI QIDQ1755128

Xianqiang Yang

Publication date: 4 January 2019

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2018.09.013

zbMATH Keywords

robust testhigh dimension of mean vectorstwo-sample mean tests

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

The trimmed mean in non-parametric regression function estimation ⋮ Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data ⋮ A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA ⋮ High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution

Uses Software

• ks
• AppliedPredictiveModeling

Cites Work

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