High dimensional asymptotics for the naive Hotelling T2 statistic in pattern recognition

DOI10.1080/03610926.2018.1517217OpenAlexW2900543146MaRDI QIDQ5077925

Mitsuru Tamatani, Kanta Naito

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1517217

zbMATH Keywords

asymptotic normalitymartingale difference sequencehigh dimension low sample sizenaive canonical correlation coefficientnaive Hotelling \(T^2\) statistic

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• A two sample test in high dimensional data
• Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem
• Pattern recognition based on canonical correlations in a high dimension low sample size context
• A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
• Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data
• High-dimensional classification using features annealed independence rules
• PCA consistency in high dimension, low sample size context
• Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution
• An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
• Eigenvalues of tridiagonal pseudo-Toeplitz matrices
• A two-sample test for high-dimensional data with applications to gene-set testing
• Geometric Classifier for Multiclass, High-Dimensional Data
• On the robustness of hotelling's T²-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
• Two-sample tests for high-dimension, strongly spiked eigenvalue models
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• Geometric Representation of High Dimension, Low Sample Size Data
• The high-dimension, low-sample-size geometric representation holds under mild conditions
• An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic

This page was built for publication: High dimensional asymptotics for the naive Hotelling T² statistic in pattern recognition