A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix

Shota Katayama and Yutaka Kano

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 24, 5290-5304

Abstract: In this paper, a new test for the equality of the mean vectors between a two groups with the same number of the observations in high-dimensional data. The existing tests for this problem require a strong condition on the population covariance matrix. The proposed test in this paper does not require such conditions for it. This test will be obtained in a general model, that is, the data need not be normally distributed.

Date: 2014
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DOI: 10.1080/03610926.2012.717663

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