TY - JOUR
T1 - A new test on high-dimensional mean vector without any assumption on population covariance matrix
AU - Katayama, Shota
AU - Kano, Yutaka
N1 - Publisher Copyright:
Copyright © 2014 Taylor & Francis Group, LLC.
PY - 2014/12/17
Y1 - 2014/12/17
N2 - In this paper, a new test for the equality of the mean vectors between a two groups with the same number of the observations in high-dimensional data. The existing tests for this problem require a strong condition on the population covariance matrix. The proposed test in this paper does not require such conditions for it. This test will be obtained in a general model, that is, the data need not be normally distributed.
AB - In this paper, a new test for the equality of the mean vectors between a two groups with the same number of the observations in high-dimensional data. The existing tests for this problem require a strong condition on the population covariance matrix. The proposed test in this paper does not require such conditions for it. This test will be obtained in a general model, that is, the data need not be normally distributed.
KW - Asymptotic distributions
KW - High-dimensional data
KW - Testing mean vector
UR - http://www.scopus.com/inward/record.url?scp=84913534129&partnerID=8YFLogxK
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U2 - 10.1080/03610926.2012.717663
DO - 10.1080/03610926.2012.717663
M3 - Article
AN - SCOPUS:84913534129
SN - 0361-0926
VL - 43
SP - 5290
EP - 5304
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 24
ER -