Electronic Journal of Statistics

Spatial-sign based high-dimensional location test

Long Feng and Fasheng Sun

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In this paper, we consider the problem of testing the mean vector in the high-dimensional settings. We proposed a new robust scalar transform invariant test based on spatial sign. The proposed test statistic is asymptotically normal under elliptical distributions. Simulation studies show that our test is very robust and efficient in a wide range of distributions.

Article information

Electron. J. Statist., Volume 10, Number 2 (2016), 2420-2434.

Received: January 2015
First available in Project Euclid: 6 September 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62H15: Hypothesis testing
Secondary: 62H11: Directional data; spatial statistics 62G35: Robustness

Asymptotic normality high-dimensional data large $p$, small $n$ spatial median spatial-sign test scalar-invariance


Feng, Long; Sun, Fasheng. Spatial-sign based high-dimensional location test. Electron. J. Statist. 10 (2016), no. 2, 2420--2434. doi:10.1214/16-EJS1176. https://projecteuclid.org/euclid.ejs/1473187648

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