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
相关论文
共 50 条
  • [41] Distance correlation test for high-dimensional independence
    Li, Weiming
    Wang, Qinwen
    Yao, Jianfeng
    [J]. BERNOULLI, 2024, 30 (04) : 3165 - 3192
  • [42] Test for bandedness of high-dimensional precision matrices
    Cheng, Guanghui
    Zhang, Zhengjun
    Zhang, Baoxue
    [J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 29 (04) : 884 - 902
  • [43] A new test of independence for high-dimensional data
    Mao, Guangyu
    [J]. STATISTICS & PROBABILITY LETTERS, 2014, 93 : 14 - 18
  • [44] High-dimensional sign-constrained feature selection and grouping
    Qin, Shanshan
    Ding, Hao
    Wu, Yuehua
    Liu, Feng
    [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2021, 73 (04) : 787 - 819
  • [45] High-dimensional sign-constrained feature selection and grouping
    Shanshan Qin
    Hao Ding
    Yuehua Wu
    Feng Liu
    [J]. Annals of the Institute of Statistical Mathematics, 2021, 73 : 787 - 819
  • [46] High-Dimensional Interaction Detection With False Sign Rate Control
    Li, Daoji
    Kong, Yinfei
    Fan, Yingying
    Lv, Jinchi
    [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 40 (03) : 1234 - 1245
  • [47] Spatial rank-based high-dimensional monitoring through random projection
    Zhang, Chen
    Chen, Nan
    Wu, Jianguo
    [J]. JOURNAL OF QUALITY TECHNOLOGY, 2020, 52 (02) : 111 - 127
  • [48] A novel image restoration approach based on point location in high-dimensional space geometry
    Wang, SJ
    Cao, Y
    Huang, Y
    [J]. PROCEEDINGS OF THE 2005 INTERNATIONAL CONFERENCE ON NEURAL NETWORKS AND BRAIN, VOLS 1-3, 2005, : 301 - 305
  • [49] A test for the identity of a high-dimensional correlation matrix based on the?4-norm
    Li, Weiming
    Xiong, Xiaoge
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2023, 225 : 132 - 145
  • [50] Efficient test-based variable selection for high-dimensional linear models
    Gong, Siliang
    Zhang, Kai
    Liu, Yufeng
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2018, 166 : 17 - 31
12345