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An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity

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  • Zhang, Qiuyan
  • Wang, Chen
  • Zhang, Baoxue
  • Yang, Hu

Abstract

In this article, the problem of testing the equality of several mean vectors is considered under the homoskedasticity in a high-dimensional setting. A ridgelized Hotelling's T2 test (RIHT) is developed and the asymptotic distributions are derived. By requiring only the conditions on the first four moments of the underlying distribution, the RIHT test can be used to test the mean vector free of population distributions under both p≥n and p

Suggested Citation

  • Zhang, Qiuyan & Wang, Chen & Zhang, Baoxue & Yang, Hu, 2024. "An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 190(C).
    • Handle: RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001664
    DOI: 10.1016/j.csda.2023.107855
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