Ridgelized Hotelling’s T2 test on mean vectors of large dimension

DOI10.1142/s2010326322500113OpenAlexW3170113829MaRDI QIDQ6063738

Qiuyan Zhang, Zhi-Dong Bai, You-Gan Wang, Unnamed Author

Publication date: 8 November 2023

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010326322500113

zbMATH Keywords

random matricescentral limit theoremfour moment theoremHotelling's test

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)

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