کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6869287 | 681349 | 2016 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A generalized likelihood ratio test for normal mean when p is greater than n
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نظریه محاسباتی و ریاضیات
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چکیده انگلیسی
The problem of testing the population mean vector of high-dimensional multivariate data is considered. Inspired by Roy's union-intersection test, a generalized high-dimensional likelihood ratio test for the normal population mean vector is proposed. The p-value for the test is obtained by using randomization method, which does not rely on assumptions about the structure of the covariance matrix. An interpretation of the new statistic is given, which does not rely on the normality assumption. Hence the proposed test is also available for non-normal multivariate population. Simulation studies show that the new test offers higher power than other two competing tests when the variables are dependent and performs particularly well for non-normal multivariate population.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 99, July 2016, Pages 91-104
Journal: Computational Statistics & Data Analysis - Volume 99, July 2016, Pages 91-104
نویسندگان
Junguang Zhao, Xingzhong Xu,