A robust Hotelling test statistic for one sample case in high dimensional data

DOI10.1080/03610926.2021.1996606OpenAlexW3211197793MaRDI QIDQ6114242

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Publication date: 11 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1996606

zbMATH Keywords

high-dimensional dataminimum regularized covariance estimatorsone-sample hotelling testrobust hotelling test statisticshrinkage-based diagonal hotelling test

Mathematics Subject Classification ID

Statistics (62-XX) Information and communication theory, circuits (94-XX)

Cites Work

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• A test for the mean vector with fewer observations than the dimension
• A Regularized Hotelling’sT²Test for Pathway Analysis in Proteomic Studies
• A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data
• Alternatives to the Median Absolute Deviation
• Mahalanobis distance based on minimum regularized covariance determinant estimators for high dimensional data
• Robust Statistics
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