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Test for high-dimensional mean vector under missing observations

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  • Yin, Yanqing

Abstract

In this paper, we examine the problem of testing for high-dimensional mean vector under missing observations. By assuming missing at random, a test statistic is proposed and the asymptotic distribution is established pursuant to the framework that the sample size and the dimension of population both tend to infinity. Simulation studies show that the test procedure performs well in various situations.

Suggested Citation

  • Yin, Yanqing, 2021. "Test for high-dimensional mean vector under missing observations," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    • Handle: RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000750
    DOI: 10.1016/j.jmva.2021.104797
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    References listed on IDEAS

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