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,...

In this paper, we propose a robust unsupervised change detection algorithm for multilook polarimetric synthetic aperture radar (PolSAR) data. The Hotelling-Lawley trace (HLT) statistic is used as a test statistic to measure the similarity of two covariance matrices. The generalized Kittler and Illingworth (K&I) minimum-error thresholding algorithm is then applied on the test statistic image to ...

We develop an asymptotic likelihood ratio test for multivariate lognormal data with a point mass at zero in each dimension. The test generalizes Wilks' lambda and Hotelling T-test to the case of semicontinuous data. Simulations show that the resulting test statistic attains the nominal Type I error rate and has good power for reasonable alternatives. We conclude with an application to explorati...