• Corpus ID: 237091546

Mean Test with Fewer Observation than Dimension and Ratio Unbiased Estimator for Correlation Matrix

@inproceedings{Jiang2021MeanTW,
  title={Mean Test with Fewer Observation than Dimension and Ratio Unbiased Estimator for Correlation Matrix},
  author={Tiefeng Jiang and Ping Li},
  year={2021}
}
Hotelling's T-squared test is a classical tool to test if the normal mean of a multivariate normal distribution is a specified one or the means of two multivariate normal means are equal. When the population dimension is higher than the sample size, the test is no longer applicable. Under this situation, in this paper we revisit the tests proposed by Srivastava and Du (2008), who revise the Hotelling's statistics by replacing Wishart matrices with their diagonal matrices. They show the revised… 

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