2 papers
stat.ME2020
Covariance matrix testing in high dimension using random projections
Deepak Nag Ayyala, Santu Ghosh, Daniel F. Linder
Estimation and hypothesis tests for the covariance matrix in high dimensions is a challenging problem as the traditional multivariate asymptotic theory is no longer valid. When the…
stat.ME2020
Two-Sample High Dimensional Mean Test Based On Prepivots
Santu Ghosh, Deepak Nag Ayyala, Rafael Hellebuyck
Testing equality of mean vectors is a very commonly used criterion when comparing two multivariate random variables. Traditional tests such as Hotelling's T-squared become either u…