高维数据下MANOVA检验

A Test for MANVOA in High-Dimension Data

  • 摘要: 对于高维MANOVA假设检验问题,文章提出了一种新的检验统计量,且对数据的维数和个数的关系没有限制;在一般条件下,分别得到了新检验统计量在原假设和局部备择假设下的渐近分布. 模拟结果表明新的检验具有一定的优势.

     

    Abstract: To test the equality of the mean vectors in MANOVA with high dimensional data, a test was proposed. The test permits arbitrary relationship between the data size and the data dimension. The asymptotic distributions were obtained in the null and non-null hypotheses under mild conditions. Simulation results illustrated that the proposed test is superior to the existing test in some cases.

     

/

返回文章
返回