| 高维数据下MANOVA检验 |
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| 引用本文： | 曹明响,徐兴忠.高维数据下MANOVA检验[J].北京理工大学学报,2015,35(8):868-871. |
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| 作者姓名： | 曹明响 徐兴忠 |
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| 作者单位： | 北京理工大学数学与统计学院,北京 100081;安徽师范大学数学与计算机学院,安徽,芜湖 241000;北京理工大学数学与统计学院,北京,100081 |
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| 基金项目： | 国家自然科学基金资助项目(11471035,11471030);安徽省自然科学基金资助项目(1508085QA11) |
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| 摘 要： | 对于高维MANOVA假设检验问题,文章提出了一种新的检验统计量,且对数据的维数和个数的关系没有限制;在一般条件下,分别得到了新检验统计量在原假设和局部备择假设下的渐近分布. 模拟结果表明新的检验具有一定的优势.
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| 关 键 词： | 高维数据 MANOVA 假设检验 渐近分布 |
| 收稿时间： | 2014/3/7 0:00:00 |
A Test for MANVOA in High-Dimension Data |
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| CAO Ming-xiang and XU Xing-zhong.A Test for MANVOA in High-Dimension Data[J].Journal of Beijing Institute of Technology(Natural Science Edition),2015,35(8):868-871. |
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| Authors: | CAO Ming-xiang and XU Xing-zhong |
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| Institution: | 1.School of Mathematics and Statistics, Beijing Institute of Technology, Beijing 100081, China;School of Mathematics and Computer Science, Anhui Normal University, Wuhu, Anhui 241000, China2.School of Mathematics and Statistics, Beijing Institute of Technology, Beijing 100081, China |
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| Abstract: | To test the equality of the mean vectors in MANOVA with high dimensional data, a test was proposed. The test permits arbitrary relationship between the data size and the data dimension. The asymptotic distributions were obtained in the null and non-null hypotheses under mild conditions. Simulation results illustrated that the proposed test is superior to the existing test in some cases. |
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| Keywords: | high-dimension data MANOVA testing the hypotheses asymptotic distributions |
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