Test on the linear combinations of mean vectors in high-dimensional data

• Huiqin Li ^[1] ; Jiang Hu ^[2] ; Zhidong Bai ^[2] ; Yanqing Yin ^[1] ; Kexin Zou ^[2]
  1. [1] Jiangsu Normal University

     Jiangsu Normal University

     China

     
  2. [2] Northeast Normal University

     Northeast Normal University

     China

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 26, Nº. 1, 2017, págs. 188-208
• Idioma: inglés
• DOI: 10.1007/s11749-016-0505-3
• Texto completo no disponible (Saber más ...)
• Resumen

  • In this study, we propose a procedure for simultaneous testing l(l≥1) linear relations on k(k≥2) high-dimensional mean vectors with heterogeneous covariance matrices, which extends the result derived by Nishiyama et al. (J Stat Plan Inference 143(11):1898–1911, 2013) and does not need the normality assumption. The newly proposed test statistic is motivated by Bai and Saranadasa (Statistica Sinica 6(2):311–329, 1996) and Chen and Qin (Ann Stat 38(2):808–835, 2010). As a special case, our result could be applied to multivariate analysis of variance, that is, testing the equality of k high-dimensional mean vectors.