2018
DOI: 10.1111/biom.12984
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Diagonal Likelihood Ratio Test for Equality of Mean Vectors in High-Dimensional Data

Abstract: We propose a likelihood ratio test framework for testing normal mean vectors in high-dimensional data under two common scenarios: the one-sample test and the two-sample test with equal covariance matrices. We derive the test statistics under the assumption that the covariance matrices follow a diagonal matrix structure. In comparison with the diagonal Hotelling's tests, our proposed test statistics display some interesting characteristics. In particular, they are a summation of the log-transformed squared -sta… Show more

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Cited by 12 publications
(8 citation statements)
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“…Our optimized number of trajectories were further confirmed by EC as applied on clustering results provided by PCA + KMA. We also applied a statistical test, HTST, described in Appendix 1 (105) to measure similarities between sub-clusters. Subsequently, in stage two of our efforts (supervised task), prediction of the identified trajectories based on early years (data in year 0 and 1) was performed using multiple HMLSs, including 16 FEAs coupled to 10 CAs, as enlisted previously.…”
Section: Analysis Proceduresmentioning
confidence: 99%
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“…Our optimized number of trajectories were further confirmed by EC as applied on clustering results provided by PCA + KMA. We also applied a statistical test, HTST, described in Appendix 1 (105) to measure similarities between sub-clusters. Subsequently, in stage two of our efforts (supervised task), prediction of the identified trajectories based on early years (data in year 0 and 1) was performed using multiple HMLSs, including 16 FEAs coupled to 10 CAs, as enlisted previously.…”
Section: Analysis Proceduresmentioning
confidence: 99%
“…P n n T T + − ≥. Note that rejecting the null hypothesis concludes that at least one pair of the p sets of group response means are unequal(105).…”
mentioning
confidence: 97%
“…For ease of presentation, we conduct simulation studies for the twosample test only. We also consider seven other tests for comparison: the unscaled Hotelling's tests including CQ from Chen and Qin (2010) and aSUP from Xu et al (2016); the diagonal Hotelling's tests including PA from Park and Ayyala (2013), GCT from Gregory et al (2015), and DLRT from Hu et al (2019); the composite Hotelling's test CHT from Li (2017); and the regularized Hotelling's test RMPBT from Zoh et al (2018).…”
Section: Monte Carlo Simulation Studiesmentioning
confidence: 99%
“…t are generated from a heavy-tailed distribution to examine the robustness of the proposed tests. Following Gregory et al (2015) and Hu et al (2019), we consider a "double" Pareto distribution with parameters a > 0 and b > 0. The detailed algorithm is as follows:…”
Section: Heavy-tailed Datamentioning
confidence: 99%
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