Test for high-dimensional mean vector under missing observations

Yanqing Yin

Journal of Multivariate Analysis, 2021, vol. 186, issue C

Abstract: In this paper, we examine the problem of testing for high-dimensional mean vector under missing observations. By assuming missing at random, a test statistic is proposed and the asymptotic distribution is established pursuant to the framework that the sample size and the dimension of population both tend to infinity. Simulation studies show that the test procedure performs well in various situations.

Keywords: Mean vector; High-dimensionality; Missing data; Missing observation (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.jmva.2021.104797

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