Tests for parallelism and flatness hypotheses of two mean vectors in high-dimensional settings

被引:5
|
作者
Takahashi, Sho [1 ]
Shutoh, Nobumichi [2 ]
机构
[1] Chiba Univ Hosp, Clin Res Ctr, Chiba, Japan
[2] Kobe Univ, Grad Sch Maritime Sci, Kobe, Hyogo, Japan
关键词
ASYMPTOTIC EXPANSIONS; NULL DISTRIBUTIONS; PROFILE ANALYSIS; SAMPLE-SIZE;
D O I
10.1080/00949655.2015.1055269
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper presents test statistics for the hypotheses in profile analysis of high-dimensional data. The existing profile analysis methods on the basis of the Hotelling's (Formula presented.) suffer from the singularity of the sample covariance matrix when the dimensionality p is larger than the total sample size n. The contribution of this paper is to propose new test statistics for high-dimensional settings with improvements of the approximate percentiles. By simulation results, it can be observed that our proposed test statistics are useful for high-dimensional data under the covariance structure with strong correlations such as the intraclass correlation model. Further, we also observe that our procedures are more powerful than the existing procedure for several cases when (Formula presented.). © 2015 Taylor & Francis.
引用
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页码:1150 / 1165
页数:16
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