A test for k sample Behrens-Fisher problem in high dimensional data
Statistics Theory
2017-10-24 v1 Statistics Theory
Abstract
In this paper, the sample Behrens-Fisher problem is investigated in high dimensional setting. We propose a new test statistic and demonstrate that the proposed test is expected to have more powers than some existing test especially when sample sizes are unbalanced. We provide theoretical investigation as well as numerical studies on both sizes and powers of the proposed tests and existing test. Both theoretical comparison of the asymptotic power functions and numerical studies show that the proposed test tends to have more powers than existing test in many cases of unbalanced sample sizes.
Keywords
Cite
@article{arxiv.1710.07878,
title = {A test for k sample Behrens-Fisher problem in high dimensional data},
author = {Mingxiang Cao and Junyong Park and Daojiang He},
journal= {arXiv preprint arXiv:1710.07878},
year = {2017}
}