Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data

DOI10.1016/j.jmva.2015.08.022zbMath1328.62351OpenAlexW1783459142MaRDI QIDQ900797

Herbert Pang, Marc G. Genton, Kai Dong, Tie Jun Tong

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.08.022

zbMATH Keywords

high-dimensional datamicroarray datanull distributiondiagonal Hotelling's testoptimal variance estimation

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items

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Uses Software

• rda
• penalizedLDA
• GSA

Cites Work

• Unnamed Item
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