2021
DOI: 10.5705/ss.202018.0279
|View full text |Cite
|
Sign up to set email alerts
|

Least Favorable Direction Test for Multivariate Analysis of Variance in High Dimension

Abstract: This paper considers the problem of multivariate analysis of variance for normal samples in the high dimension medium sample size setting. When the sample dimension is larger than the sample size, the classical likelihood ratio test is not defined since the likelihood function is unbounded. Based on the unboundedness of the likelihood function, we propose a new test called the least favorable direction test. The asymptotic distributions of the test statistic are derived under both nonspiked and spiked covarian… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1

Citation Types

0
0
0

Year Published

2022
2022
2024
2024

Publication Types

Select...
3

Relationship

0
3

Authors

Journals

citations
Cited by 3 publications
(1 citation statement)
references
References 27 publications
0
0
0
Order By: Relevance
“…Instead, there is a common influence on the dependent variable. First, employing multi-factor variance analysis [23][24][25], the joint effect of multiple factors on dependent variables is analyzed. Quadratic interaction terms with various parameters and factors are subject to variance analysis, resulting in a table with 14 degrees of freedom.…”
Section: Resultsmentioning
confidence: 99%
“…Instead, there is a common influence on the dependent variable. First, employing multi-factor variance analysis [23][24][25], the joint effect of multiple factors on dependent variables is analyzed. Quadratic interaction terms with various parameters and factors are subject to variance analysis, resulting in a table with 14 degrees of freedom.…”
Section: Resultsmentioning
confidence: 99%