【摘 要】
：
We proposed a two sample test for means of high dimensional data when the data dimension is much larger than the sample size,the so called large p small n s
【机 构】
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Iowa State University
【出 处】
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2009 International Conference on Financial Statistics and Fi
论文部分内容阅读
We proposed a two sample test for means of high dimensional data when the data dimension is much larger than the sample size,the so called large p small n situation.The classical Hotellings T2 test does not work for this "large p,small n" situation.The proposed test does not require explicit conditions on the relationship between the data dimension and sample size.This offers much flexibility in analyzing high dimensional data.
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