Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149241 | Journal of Statistical Planning and Inference | 2013 | 14 Pages |
Abstract
The asymptotic null and non-null distributions of the proposed test statistic are established in the high dimensional setting and improved estimator of the critical point of the test is derived using Cornish-Fisher expansion. As a special case, our testing procedure is applied to multivariate Behrens-Fisher problem. We illustrate the relevance and benefits of the proposed approach via Monte-Carlo simulations which show that our new test is comparable to, and in many cases is more powerful than, the tests for equality of means presented in the recent literature.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Takahiro Nishiyama, Masashi Hyodo, Takashi Seo, Tatjana Pavlenko,