Several tests for multivariate mean vector have been proposed in the recent literature.Generally,these tests are directly concerned with the mean vector of a high-dimensional distribution.The paper presents two new te...Several tests for multivariate mean vector have been proposed in the recent literature.Generally,these tests are directly concerned with the mean vector of a high-dimensional distribution.The paper presents two new test procedures for testing mean vector in large dimension and small samples.We do not focus on the mean vector directly,which is a different framework from the existing choices.The first test procedure is based on the asymptotic distribution of the test statistic,where the dimension increases with the sample size.The second test procedure is based on the permutation distribution of the test statistic,where the sample size is fixed and the dimension grows to infinity.Simulations are carried out to examine the finite-sample performance of the tests and to compare them with some popular nonparametric tests available in the literature.展开更多
This paper proposes a novel method for testing the equality of high-dimensional means using a multiple hypothesis test. The proposed method is based on the maximum of standardized partial sums of logarithmic p-values ...This paper proposes a novel method for testing the equality of high-dimensional means using a multiple hypothesis test. The proposed method is based on the maximum of standardized partial sums of logarithmic p-values statistic. Numerical studies show that the method performs well for both normal and non-normal data and has a good power performance under both dense and sparse alternative hypotheses. For illustration, a real data analysis is implemented.展开更多
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
目前铁路行业尚未制定可靠性鉴定试验标准,为验证LKJ主机的MTBF是否达到规定要求,通过分析主机所历经的主要环境,设计了由温度、湿度、振动、冲击、变化电压、浪涌和电快速脉冲群等6种应力组成的综合环境条件,并针对具体试验情况,确定...目前铁路行业尚未制定可靠性鉴定试验标准,为验证LKJ主机的MTBF是否达到规定要求,通过分析主机所历经的主要环境,设计了由温度、湿度、振动、冲击、变化电压、浪涌和电快速脉冲群等6种应力组成的综合环境条件,并针对具体试验情况,确定采用定时截尾试验统计方案。通过试验,求得其平均无故障间隔时间(MTBF:mean time between failures)点估计值为8 558 h,60%置信度区间估计值为(2 858 h,38 351 h)。展开更多
文摘Several tests for multivariate mean vector have been proposed in the recent literature.Generally,these tests are directly concerned with the mean vector of a high-dimensional distribution.The paper presents two new test procedures for testing mean vector in large dimension and small samples.We do not focus on the mean vector directly,which is a different framework from the existing choices.The first test procedure is based on the asymptotic distribution of the test statistic,where the dimension increases with the sample size.The second test procedure is based on the permutation distribution of the test statistic,where the sample size is fixed and the dimension grows to infinity.Simulations are carried out to examine the finite-sample performance of the tests and to compare them with some popular nonparametric tests available in the literature.
基金supported by a grant from the University Grants Council of Hong Kong, National Natural Science Foundation of China (Grant No. 11471335)the Ministry of Education Project of Key Research Institute of Humanities and Social Sciences at Universities (Grant No. 16JJD910002)Fund for Building World-Class Universities (Disciplines) of Renmin University of China
文摘This paper proposes a novel method for testing the equality of high-dimensional means using a multiple hypothesis test. The proposed method is based on the maximum of standardized partial sums of logarithmic p-values statistic. Numerical studies show that the method performs well for both normal and non-normal data and has a good power performance under both dense and sparse alternative hypotheses. For illustration, a real data analysis is implemented.
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.
文摘目前铁路行业尚未制定可靠性鉴定试验标准,为验证LKJ主机的MTBF是否达到规定要求,通过分析主机所历经的主要环境,设计了由温度、湿度、振动、冲击、变化电压、浪涌和电快速脉冲群等6种应力组成的综合环境条件,并针对具体试验情况,确定采用定时截尾试验统计方案。通过试验,求得其平均无故障间隔时间(MTBF:mean time between failures)点估计值为8 558 h,60%置信度区间估计值为(2 858 h,38 351 h)。