Ridgelized Hotelling's T2 test on mean vectors of large dimension
Journal article
Ha, Gao-Fan, Zhang, Qiuyan, Bai, Zhidong and Wang, You-Gan. (2022). Ridgelized Hotelling's T2 test on mean vectors of large dimension. Random Matrices: Theory and Application. 11(1), p. Article 2250011. https://doi.org/10.1142/S2010326322500113
Authors | Ha, Gao-Fan, Zhang, Qiuyan, Bai, Zhidong and Wang, You-Gan |
---|---|
Abstract | In this paper, a ridgelized Hotelling’s T2 test is developed for a hypothesis on a large-dimensional mean vector under certain moment conditions. It generalizes the main result of Chen et al. [A regularized Hotelling’s t2 test for pathway analysis in proteomic studies, J. Am. Stat. Assoc. 106(496) (2011) 1345–1360.] by relaxing their Gaussian assumption. This is achieved by establishing an exact four-moment theorem that is a simplified version of Tao and Vu’s [Random matrices: universality of local statistics of eigenvalues, Ann. Probab. 40(3) (2012) 1285–1315] work. Simulation results demonstrate the superiority of the proposed test over the traditional Hotelling’s T2 test and its several extensions in high-dimensional situations. |
Keywords | random matrices; Hotelling’s T2 test; four moment theorem; central limit theorem |
Year | 2022 |
Journal | Random Matrices: Theory and Application |
Journal citation | 11 (1), p. Article 2250011 |
Publisher | World Scientific Publishing Co. Pte. Ltd. |
ISSN | 2010-3263 |
Digital Object Identifier (DOI) | https://doi.org/10.1142/S2010326322500113 |
Scopus EID | 2-s2.0-85108088561 |
Page range | 1-29 |
Funder | National Natural Science Foundation of China (NSFC) |
Capital University of Economics and Business | |
Fundamental Research Funds for Beijing Universities | |
Australian Research Council (ARC) | |
Publisher's version | License All rights reserved File Access Level Controlled |
Output status | Published |
Publication dates | |
Online | 07 Jun 2021 |
Publication process dates | |
Accepted | 25 Mar 2021 |
Deposited | 04 Jul 2023 |
ARC Funded Research | This output has been funded, wholly or partially, under the Australian Research Council Act 2001 |
Grant ID | 11771073 |
XRZ2021044 | |
11971097 | |
11771073 | |
DP160104292 |
https://acuresearchbank.acu.edu.au/item/8z366/ridgelized-hotelling-s-t2-test-on-mean-vectors-of-large-dimension
Restricted files
Publisher's version
76
total views0
total downloads5
views this month0
downloads this month