.png){kind=icon}
返回
A High-Dimensional Nonparametric Multivariate Test for Mean Vector
.png){kind=icon}
OA
AI
DOI：10.1080/01621459.2014.988215.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
This work is concerned with testing the population mean vector of nonnormal high-dimensional multivariate data. Several tests for high-dimensional mean vector, based on modifying the classical Hotelling T-2 test, have been proposed in the literature. Despite their usefulness, they tend to have unsatisfactory power performance for heavy-tailed multivariate data, which frequently arise in genomics and quantitative finance. This article proposes a novel high-dimensional nonparametric test for the population mean vector for a general class of multivariate distributions. With the aid of new tools in modern probability theory, we proved that the limiting null distribution of the proposed test is normal under mild conditions when p is substantially larger than n. We further study the local power of the proposed test and compare its relative efficiency with a modified Hotelling T-2 test for high-dimensional data. An interesting finding is that the newly proposed test can have even more substantial power gain with large p than the traditional nonparametric multivariate test does with finite fixed p. We study the finite sample performance of the proposed test via Monte Carlo simulations. We further illustrate its application by an empirical analysis of a genomics dataset. Supplementary materials for this article are available online.
Keyword:
Asymptotic relative efficiency
High-dimensional multivariate data
Hotelling T-2 test
Nonparametric multivariate test
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
J
IF:
3
论文数:
5.2K
被引数:
4.8W
机构
引用论文
分享收藏INNOVATED HIGHER CRITICISM FOR DETECTING SPARSE SIGNALS IN CORRELATED NOISE.png)
ANNALS OF STATISTICSOAAI
ANNALS OF STATISTICSIF3.7
OAAI分享收藏Influence of Preoperative Chemoradiotherapy on the Surgical Strategy According to the Clinical T Stage of Patients With Rectal CancerMedicineOAAI
MedicineIF0
OAAI分享收藏
Semiparametrically efficient rank-based inference for shape I. Optimal rank-based tests for sphericityANNALS OF STATISTICSOAAI
ANNALS OF STATISTICSIF3.7
OAAI分享收藏A TWO-SAMPLE TEST FOR HIGH-DIMENSIONAL DATA WITH APPLICATIONS TO GENE-SET TESTINGANNALS OF STATISTICSOAAI
ANNALS OF STATISTICSIF3.7
OAAI分享收藏
查看更多内容