A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix |
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Authors: | Shota Katayama Yutaka Kano |
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Affiliation: | Graduate School of Engineering Science, Osaka University, Toyonaka, Osaka, Japan |
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Abstract: | In this paper, a new test for the equality of the mean vectors between a two groups with the same number of the observations in high-dimensional data. The existing tests for this problem require a strong condition on the population covariance matrix. The proposed test in this paper does not require such conditions for it. This test will be obtained in a general model, that is, the data need not be normally distributed. |
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Keywords: | Asymptotic distributions High-dimensional data Testing mean vector |
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