A new test on high-dimensional mean vector without any assumption on population covariance matrix

Shota Katayama, Yutaka Kano

研究成果: Article査読

5 被引用数 (Scopus)

抄録

In this paper, a new test for the equality of the mean vectors between a two groups with the same number of the observations in high-dimensional data. The existing tests for this problem require a strong condition on the population covariance matrix. The proposed test in this paper does not require such conditions for it. This test will be obtained in a general model, that is, the data need not be normally distributed.

本文言語English
ページ(範囲)5290-5304
ページ数15
ジャーナルCommunications in Statistics - Theory and Methods
43
24
DOI
出版ステータスPublished - 2014 12月 17
外部発表はい

ASJC Scopus subject areas

  • 統計学および確率

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