Diagonal likelihood ratio test for equality of mean vectors in high‐dimensional data

DOI10.1111/biom.12984zbMath1436.62573arXiv1710.09982OpenAlexW2963002076WikidataQ57455847 ScholiaQ57455847MaRDI QIDQ5214470

Marc G. Genton, Zongliang Hu, Tie Jun Tong

Publication date: 7 February 2020

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.09982

zbMATH Keywords

likelihood ratio testhigh-dimensional datatype I errorstatistical powerHotelling's testlog-transformed squared \(t\)-statistic

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric hypothesis testing (62F03) Statistical aspects of big data and data science (62R07)

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