Sign-based Test for Mean Vector in High-dimensional and Sparse Settings

• 作 者: Wei LIU Ying Qiu LI
• 机 构: College of Mathematics and Statistics, Hu’nan University of Finance and Economics,Changsha 410205, P
• 出 处: 数学学报（英文版）
• 发表日期: 2020年1期
• 关键词: High-dimensional data maximum type test sign-based dense test sign-based sparsit

In this article,we introduce a robust sparse test statistic which is based on the maximum type statistic.Both the limiting null distribution of the test statistic and the power of the test are analysed.It is shown that the test is particularly powerful against sparse altatives.Numerical studies are carried out to examine the numerical performance of the test and to compare it with other tests available in the literature.The numerical results show that the test proposed significantly outperforms those tests in a range of settings,especially for sparse altatives.