Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension

DOI10.1016/j.jmva.2013.01.008zbMath1277.62069OpenAlexW2086975406MaRDI QIDQ391567

Shota Katayama, Muni S. Srivastava, Yutaka Kano

Publication date: 10 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.01.008

zbMATH Keywords

hypothesis testinghigh-dimensional dataasymptotic theorymultivariate normal distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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