A Two-Sample Test for Equality of Means in High Dimension
نویسندگان
چکیده
منابع مشابه
An adaptive two-sample test for high-dimensional means
Several two-sample tests for high-dimensional data have been proposed recently, but they are powerful only against certain limited alternative hypotheses. In practice, since the true alternative hypothesis is unknown, it is unclear how to choose a powerful test. We propose an adaptive test that maintains high power across a wide range of situations, and study its asymptotic properties. Its fini...
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There is a long history of testing the equality of two multivariate means. A popular test is the Hotelling T , but in large dimensions it performs poorly due to the possible inconsistency of sample covariance estimation. Bai and Saranadasa (1996) and Chen and Qin (2010) proposed tests not involving the sample covariance, and derived asymptotic limits, which depend on whether the dimension is fi...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2015
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2014.934826