In this article, we introduce a robust sparse test statistic which is based on the maximum type statistic. Both the limiting null distribution of the test statistic and the power of the test are analysed. It is shown ...In this article, we introduce a robust sparse test statistic which is based on the maximum type statistic. Both the limiting null distribution of the test statistic and the power of the test are analysed. It is shown that the test is particularly powerful against sparse alternatives. Numerical studies are carried out to examine the numerical performance of the test and to compare it with other tests available in the literature. The numerical results show that the test proposed significantly outperforms those tests in a range of settings, especially for sparse alternatives.展开更多
基金supported by the National Natural Science Foundation of China(Grant No.11571052)Social Science Research Foundation of Hu’nan Provincial Department(Grant No.15YBA066)Outstanding Youth Foundation of Hu’nan Provincial Department of Education(Grant No.17B047)
文摘In this article, we introduce a robust sparse test statistic which is based on the maximum type statistic. Both the limiting null distribution of the test statistic and the power of the test are analysed. It is shown that the test is particularly powerful against sparse alternatives. Numerical studies are carried out to examine the numerical performance of the test and to compare it with other tests available in the literature. The numerical results show that the test proposed significantly outperforms those tests in a range of settings, especially for sparse alternatives.
