A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors
نویسندگان
چکیده
For high-dimensional small sample size data, Hotelling's T2 test is not applicable for testing mean vectors due to the singularity problem in covariance matrix. To overcome problem, there are three main approaches literature. Note, however, that each of existing may have serious limitations and only works well certain situations. Inspired by this, we propose a pairwise Hotelling method vectors, which, essence, provides good balance between approaches. effectively utilize correlation information, construct new statistics as summation covariate pairs with strong correlations squared $t$ individual covariates little others. We further derive asymptotic null distributions power functions proposed tests under some regularity conditions. Numerical results show our able control type I error rates, can achieve higher statistical compared methods, especially when highly correlated. Two real data examples also analyzed they both demonstrate efficacy tests.
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2024
ISSN: ['1017-0405', '1996-8507']
DOI: https://doi.org/10.5705/ss.202021.0369