研究高维情形下一样本均值检验的问题。已有的一些高维均值检验方法假设样本具有椭球等高分布。为应用到更多的分布,提出基于符号秩的均值检验统计量。所提方法是稳健的且具有刻度变换不变性。建立了所提出检验统计量的渐近性质,数值模拟表明该方法可以很好地控制第一类错误,且功效更高。还将该方法应用到眼科数据中。
This work is concerned with tests for one-sample mean vectors under high dimensional cases. Existing high dimensional tests for mean vectors base on the assumption of elliptical distribution have been proposed recently. To extend to more distributions, we propose a signed-rank-based test. The proposed test statistic is robust and scalar-invariant. Asymptotic properties of the test statistic are established. Numerical studies show that the proposed test has a good control of the type-I error and is more efficiency. We also employ the proposed method to analyze an ophthalmic data.
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