A two sample test in high dimensional data

Journal of Multivariate Analysis

Volumn 114, Issue 1, 2013, Pages 349-358

  Srivastava, Muni S ^a   Katayama, Shota ^b   Kano, Yutaka ^b  

^a UNIVERSITY OF TORONTO   (Canada)

^b OSAKA UNIVERSITY   (Japan)

Author keywords

Asymptotic theory; Behrens Fisher problem; High dimensional data; Hypothesis testing

Indexed keywords

EID: 84867812899     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2012.08.014     Document Type: Article

References (7)

1. Z. Bai, H. Saranadasa, Effect of high dimension: by an example of a two sample problem, Statistica Sinica 6 (1996) 311-329.
2. S.X. Chen, Y. Qin, A two-sample test for high-dimensional data with applications to gene-set testing, The Annals of Statistics 38 (2) (2010) 808-835.
3. A.N. Shiryaev, Probability, second ed., Springer-Verlag, New York, 1995.
4. M.S. Srivastava, Some tests concerning the covariance matrix in high dimensional data, Journal of the Japan Statistical Society 35 (2005) 251-272.
5. M.S. Srivastava, A test for the mean vector with fewer observations than the dimension under non-normality, Journal of Multivariate Analysis 100 (2009) 518-532.
6. M.S. Srivastava, M. Du, A test for the mean vector with fewer observations than the dimension, Journal of Multivariate Analysis 99 (2008) 386-402.
7. M.S. Srivastava, H. Yanagihara, Testing the equality of several covariance matrices with fewer observations than the dimension, Journal of Multivariate Analysis 101 (2010) 1319-1329.