On Test Statistics in Profile Analysis with High-dimensional Data. Issue 10 (25th November 2016)

• Record Type: Journal Article
• Authors: Onozawa, Mizuki; Nishiyama, Takahiro; Seo, Takashi
• Is Part Of: Communications in statistics. Volume 45:Issue 10(2016)
• Page Start: 3716
• Page End: 3743
• Publication Date: 2016-11-25
• Subjects: Behrens–Fisher problem -- Dempster trace criterion -- High-dimensional data -- Hotelling's T2-type statistic -- Profile analysis; 62H10 -- 62H15; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2014.953686
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract : We consider profile analysis with unequal covariance matrices under multivariate normality. In particular, we discuss this problem for high-dimensional data where the dimension is larger than the sample size. We propose three test statistics based on Bennett's (1951) transformation and the Dempster trace criterion proposed by Dempster (1958 ). We derive the null distributions as well as the nonnull distributions of the test statistics. Finally, in order to investigate the accuracy of the proposed statistics, we perform Monte Carlo simulations for some selected values of parameters.