An approximate randomization test for the high-dimensional two-sample Behrens–Fisher problem under arbitrary covariances

@article{Wang2021AnAR,
  title={An approximate randomization test for the high-dimensional two-sample Behrens–Fisher problem under arbitrary covariances},
  author={Rui Wang and Wangli Xu},
  journal={Biometrika},
  year={2021}
}
This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of? is proposed. The asymptotic behaviour of the test statistic as well as the randomized statistic is studied under weak conditions. In our theoretical framework, observations are not assumed to be identically distributed even within groups. No condition on the eigenstructure of the covariance matrices is… 

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