| ���ڸ�ά���ݵĸ���Hotelling'sT-square ���� |
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| 引用本文： | ����. ���ڸ�ά���ݵĸ���Hotelling'sT-square ����[J]. 应用概率统计, 2017, 33(4): 349-368. DOI: 10.3969/j.issn.1001-4268.2017.04.003 |
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| 作者姓名： | ���� |
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| 作者单位： | ????????????????? |
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| 摘 要： |
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| 关 键 词： | ?????????? Hotelling's T-square ???? ??????? ?????Ч |
Composite Hotelling's T-Square Test for High-Dimensional Data |
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| LI Ting. Composite Hotelling's T-Square Test for High-Dimensional Data[J]. Chinese Journal of Applied Probability and Statisties, 2017, 33(4): 349-368. DOI: 10.3969/j.issn.1001-4268.2017.04.003 |
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| Authors: | LI Ting |
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| Affiliation: | Department of Statistics, School of Management, Fudan University |
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| Abstract: | The paper is concerned with the two-sample meantesting problem in high-dimension settings. We propose a composite Hotelling'sT-square test, establish its asymptotical normality and study its local power.The finite-sample priority of the proposed test over existing high-dimensionaltests is shown by simulations and illustrated by a real data-set analysis. |
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| Keywords: | high dimension Hotelling's T-square test asymptotical normality local power |
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