Finite sample t-tests for high-dimensional means

نویسندگان

چکیده

When sample sizes are small, it becomes challenging for an asymptotic test requiring diverging to maintain accurate Type I error rate. In this paper, we consider one-sample, two-sample and ANOVA tests mean vectors when data high-dimensional but very small. We establish t-distributions of the proposed U-statistics, which only require dimensionality diverge be fixed no less than 3. The rates a wide range dimensionality. Moreover, nonparametric can applied normally distributed or heavy-tailed. Simulation studies confirm theoretical results tests. also apply fMRI dataset demonstrate practical implementation methods.

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ژورنال

عنوان ژورنال: Journal of Multivariate Analysis

سال: 2023

ISSN: ['0047-259X', '1095-7243']

DOI: https://doi.org/10.1016/j.jmva.2023.105183