A Generalization of Hotelling's Theorem for Large P Small N Data

@inproceedings{Stamm2013AGO,
  title={A Generalization of Hotelling's Theorem for Large P Small N Data},
  author={Aymeric Stamm and Simone Vantini},
  year={2013}
}
We provide a generalization of Hotelling’s Theorem that enables inference (i) for the mean vector of a multivariate normal population and (ii) for the comparison of the mean vectors of two multivariate normal populations, when the number p of components is larger than the number n of sample units and the (common) covariance matrix is unknown. We find… CONTINUE READING