Spatial-sign based high-dimensional location test

被引：8
|
作者：
Feng, Long
Sun, Fasheng [1 ]
机构：
[1] Northeast Normal Univ, Key Lab Appl Stat MOE, Changchun, Peoples R China
来源：
ELECTRONIC JOURNAL OF STATISTICS | 2016年 / 10卷 / 02期
关键词：
Asymptotic normality; high-dimensional data; large p; small n; spatial median; spatial-sign test; scalar-invariance; MEAN VECTOR; FEWER OBSERVATIONS; AFFINE-INVARIANT; MULTIVARIATE;
D O I：
10.1214/16-EJS1176
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we consider the problem of testing the mean vector in the high-dimensional settings. We proposed a new robust scalar transform invariant test based on spatial sign. The proposed test statistic is asymptotically normal under elliptical distributions. Simulation studies show that our test is very robust and efficient in a wide range of distributions.
引用
收藏
页码：2420 / 2434
页数：15
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