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Abstract Details
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Activity Number:
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124
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #305912 |
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Title:
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A Two-Sample Test for Equality of Means in High Dimension
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Author(s):
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Karl Gregory*+ and Soumen Lahiri
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Companies:
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Texas A&M University and Texas A&M University
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Address:
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401 Anderson Street, College Station, TX, 77840-3293, United States
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Keywords:
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high dimension ;
two sample
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Abstract:
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A new test statistic is developed for testing equality of mean vectors from two independent samples in the high-dimensional two-population setting. Given the breakdown of classical multivariate methods like Hotelling's T^2 test when the number of variables measured on each subject exceeds the sample size, and given the accelerating proliferation of such data, inferential methods that are stable in this setting are desired. The test herein developed is valid in the "large p, small n" setting, does not assume normality, and allows for a long-range dependence structure among the random vector components.
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