Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/94139
Title: | Standardized dempster's non-exact test for high-dimensional mean vectors | Authors: | Fang, H Chen, Y Chen, L Yang, W Jiang, B |
Issue Date: | Dec-2022 | Source: | Stat, Dec. 2022, v. 11, no. 1, e466 | Abstract: | Although the Hotelling's test has been a widely used test for hypothesis testing problems on the mean vectors, it is not well defined when the data dimension is larger than the sample size. Dempster's non-exact test, as a remedy for the Hotelling's test, is known to be more powerful than the Hotelling's test and is well defined even when the dimension is much larger than the sample size. However, Dempster's non-exact test will lose power when the variances of the covariates are different. In this paper, we propose a standardized Dempster's non-exact test for the classical mean testing problem. The proposed test is more powerful for data with heteroscedastic features and is applicable to the Although the Hotelling's test has been a widely used test for hypothesis testing problems on the mean vectors, it is not well defined when the data dimension is larger than the sample size. Dempster's non-exact test, as a remedy for the Hotelling's test, is known to be more powerful than the Hotelling's test and is well defined even when the dimension is much larger than the sample size. However, Dempster's non-exact test will lose power when the variances of the covariates are different. In this paper, we propose a standardized Dempster's non-exact test for the classical mean testing problem. The proposed test is more powerful for data with heteroscedastic features and is applicable to the high-dimensional case. An approximate distribution of the test statistic has been established, and to better control the type I error rate when the sample size is small, we further constructed a Monte Carlo version of the proposed standardized Dempster's non-exact test. Various simulation studies and a real data application were conducted with comparison to other popular tests. The numerical results showed that while the type I error rates were well controlled, the testing power of our proposed test was generally higher than those of other tests. | Keywords: | Dempster's non-exact test Hotelling's T2 test Hypothesis testing Multivariate normal |
Publisher: | John Wiley & Sons Ltd. | Journal: | Stat | EISSN: | 2049-1573 | DOI: | 10.1002/sta4.466 | Rights: | © 2022 John Wiley & Sons Ltd. This is the peer reviewed version of the following article: Fang, H., Chen, Y., Chen, L., Yang, W., & Jiang, B. (2022). Standardized Dempster's non-exact test for high-dimensional mean vectors. Stat, 11( 1), e466, which has been published in final form at https://doi.org/10.1002/sta4.466. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions. This article may not be enhanced, enriched or otherwise transformed into a derivative work, without express permission from Wiley or by statutory rights under applicable legislation. Copyright notices must not be removed, obscured or modified. The article must be linked to Wiley’s version of record on Wiley Online Library and any embedding, framing or otherwise making available the article or pages thereof by third parties from platforms, services and websites other than Wiley Online Library must be prohibited. |
Appears in Collections: | Journal/Magazine Article |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Fang_Standardized_Dempster's_Non-exact.pdf | Pre-Published version | 432.57 kB | Adobe PDF | View/Open |
Page views
66
Last Week
4
4
Last month
Citations as of May 5, 2024
Downloads
17
Citations as of May 5, 2024
SCOPUSTM
Citations
1
Citations as of Apr 19, 2024
WEB OF SCIENCETM
Citations
1
Citations as of May 2, 2024
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.