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The problem of hypothesis testing concerning the mean vector for high dimensional data has been investigated by many authors. They have proposed several test criteria and obtained their asymptotic distributions, under somewhat restrictive conditions, when both the sample size and the dimension...
Persistent link: https://www.econbiz.de/10010665706
In this paper we propose a test for testing the equality of the mean vectors of two groups with unequal covariance matrices based on N1 and N2 independently distributed p-dimensional observation vectors. It will be assumed that N1 observation vectors from the first group are normally distributed...
Persistent link: https://www.econbiz.de/10011042083