Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 10, Number 2 (2016), 2420-2434.
Spatial-sign based high-dimensional location test
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.
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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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