Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
نویسندگان
چکیده
منابع مشابه
Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
This paper is concerned with the problem of testing the homogeneity of mean vectors. The testing problem is without assuming common covariance matrix. We proposed a testing statistic based on the variation matrix due to the hypothesis and the unbiased estimator of the covariance matrix. The limiting null and non-null distributions are derived as each sample size and the dimensionality go to inf...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2015
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2015.02.005