A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model

DOI10.14490/jjss.47.273zbMath1395.62133OpenAlexW2806326636WikidataQ129758067 ScholiaQ129758067MaRDI QIDQ4578226

Aki Ishii

Publication date: 8 August 2018

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.47.273

zbMATH Keywords

eigenstructureHDLSSlarge \(p\)small \(n\)cross-data-matrix methodology

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15)

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