Academic Journal
AN ADAPTIVE WEIGHTED COMPONENT TEST FOR HIGH-DIMENSIONAL MEANS
| Τίτλος: | AN ADAPTIVE WEIGHTED COMPONENT TEST FOR HIGH-DIMENSIONAL MEANS |
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| Συγγραφείς: | Qu, Yidi, Shu, Lianjie, Xu, Jinfeng |
| Πηγή: | Qu, Y, Shu, L & Xu, J 2024, 'AN ADAPTIVE WEIGHTED COMPONENT TEST FOR HIGH-DIMENSIONAL MEANS', Statistica Sinica, vol. 34, no. 4, pp. 1951-1971. https://doi.org/10.5705/ss.202022.0143 |
| Έτος έκδοσης: | 2024 |
| Θεματικοί όροι: | High-dimensional test, Huber’s weight function, Testing equality of mean vectors, Weighted components, COPYRIGHT TERMS OF DEPOSITED FINAL PUBLISHED VERSION FILE: Statistica Sinica © 2023 Institute of Statistical Science, Academia Sinica. Use of this article is permitted solely for educational and research purposes. Qu, Y., Shu, L., & Xu, J. (2024). AN ADAPTIVE WEIGHTED COMPONENT TEST FOR HIGH-DIMENSIONAL MEANS. Statistica Sinica, 34(4), 1951-1971. https://doi.org/10.5705/ss.202022.0143 |
| Περιγραφή: | Two recent streams of two-sample tests for high-dimensional data are the sum-of-squares-based and supremum-based tests. The former is powerful against dense differences in two population means, and the latter is powerful against sparse differences. However, the level of sparsity and signal strength are often unknown, in practice, making it unclear which type of test to use. Here, we propose an adaptive weighted component test that provides good power against a variety of alternative hypotheses with unknown sparsity levels and varying signal strengths. The basic idea is to first allocate different weights to components with varying magnitudes in a sum-of-squares-based test, and then to combine multiple weighted component tests to make the underlying test adaptive to different sparsity levels of the mean differences. We examine the asymptotic properties of the proposed test, and use numerical comparisons to demonstrate the superior performance of the proposed test across a spectrum of situations. |
| Τύπος εγγράφου: | article in journal/newspaper |
| Περιγραφή αρχείου: | application/pdf |
| Γλώσσα: | English |
| ISSN: | 1017-0405 1996-8507 |
| Relation: | info:eu-repo/semantics/altIdentifier/wos/001334853000007; info:eu-repo/semantics/altIdentifier/hdl/https://hdl.handle.net/2031/a4791c12-7e20-41c8-9abb-eca2a400f361; info:eu-repo/semantics/altIdentifier/pissn/1017-0405; info:eu-repo/semantics/altIdentifier/eissn/1996-8507 |
| DOI: | 10.5705/ss.202022.0143 |
| Διαθεσιμότητα: | https://scholars.cityu.edu.hk/en/publications/a4791c12-7e20-41c8-9abb-eca2a400f361 https://scholars.cityu.edu.hk/ws/files/166691276/158689588.pdf https://doi.org/10.5705/ss.202022.0143 https://hdl.handle.net/2031/a4791c12-7e20-41c8-9abb-eca2a400f361 |
| Rights: | info:eu-repo/semantics/openAccess |
| Αριθμός Καταχώρησης: | edsbas.8A068F02 |
| Βάση Δεδομένων: | BASE |
| ISSN: | 10170405 19968507 |
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| DOI: | 10.5705/ss.202022.0143 |