Composite $T^2$ test for high-dimensional data

DOI10.5705/ss.202015.0199zbMath1371.62052OpenAlexW2591963023MaRDI QIDQ5278114

Changliang Zou, Li Xing Zhu, Long Feng, Zhaojun Wang

Publication date: 13 July 2017

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202015.0199

zbMATH Keywords

asymptotic normalitysample sizehigh-dimensional datalarge-\(p\)-small-\(n\)composite \(T^2\) test

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Related Items (3)

Testing the equality of multivariate means when \(p>n\) by combining the Hotelling and Simes tests ⋮ Testing high-dimensional mean vector with applications. A normal reference approach ⋮ A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors

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