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A two-sample test s...
Abstract
Ämnesord
Stäng
- Ahmad, Ohlson, and von Rosen (2011a) present asymptotic distribution of a one-sample test statistic under non-normality, when the data are high dimensional, i.e., when the dimension of the vector, p, may exceed the sample size, n. This paper extends the case to a two-sample statistic to test the difference of mean vectors of two independent multivariate distributions, again under high-dimensional set up. Using the asymptotic theory of U-statistics, and under mild assumptions on the traces of the unknown covariance matrices, the statistic is shown to follow an approximate normal distribution when n and p are large. However, no relationship between n and p is assumed. An extension to the paired case is given, which, being essentially a one-sample statistic, supplements the asymptotic results obtained in Ahmad, Ohlson, and von Rosen (2011a).
Ämnesord
- NATURVETENSKAP -- Matematik -- Algebra och logik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Algebra and Logic (hsv//eng)
Nyckelord
- two-sample test
- high-dimensionality
- U-statistics
- Mathematical logic
- Matematisk logik
Publikations- och innehållstyp
- vet (ämneskategori)
- rap (ämneskategori)