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A U-statistics Based Approach to Mean Testing for High Dimensional Multivariate Data Under Non-normality
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.ORCID iD: 0000-0001-9896-4438
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.
2011 (English)Report (Other academic)
Abstract [en]

A test statistic is considered for testing a hypothesis for the mean vector for multivariate data, when the dimension of the vector, p, may exceed the number of vectors, n, and the underlying distribution need not necessarily be normal. With n, p large, and under mild assumptions, the statistic is shown to asymptotically follow a normal distribution. A by product of the paper is the approximate distribution of a quadratic form, based on the reformulation of well-known Box's approximation, under high-dimensional set up.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press , 2011. , 16 p.
Series
LiTH-MAT-R, ISSN 0348-2960 ; 2011:16
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-67237Local ID: LiTH-MAT-R-2011-06OAI: oai:DiVA.org:liu-67237DiVA: diva2:408879
Available from: 2011-04-06 Created: 2011-04-05 Last updated: 2014-09-29Bibliographically approved

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Ahmad, M. RaufOhlson, Martinvon Rosen, Dietrich

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