Simulation-based hypothesis testing of high dimensional means under covariance heterogeneity

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：moxigege

【摘要】

：

In this paper,we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases.The proposed testing procedures employ maximum-type statistics and the p

【作者】

：

Jinyuan Chang Wen Zhou Wen-Xin Zhou

【机构】

：

University of Melbourne,3053,Australia Colorado S

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Feature screening High dimension Hypothesis testing Normal approximation Paramet

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Simulation-based hypothesis testing of high dimensional means under covariance heterogeneity

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