An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity

Qiuyan Zhang, Chen Wang, Baoxue Zhang and Hu Yang

Computational Statistics & Data Analysis, 2024, vol. 190, issue C

Abstract: In this article, the problem of testing the equality of several mean vectors is considered under the homoskedasticity in a high-dimensional setting. A ridgelized Hotelling's T2 test (RIHT) is developed and the asymptotic distributions are derived. By requiring only the conditions on the first four moments of the underlying distribution, the RIHT test can be used to test the mean vector free of population distributions under both p≥n and pKeywords: Exact four-moment theorem; Central limit theorem; Mean vector test; High-dimensional data analysis (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001664

DOI: 10.1016/j.csda.2023.107855

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