A note on high-dimensional two-sample test

作者：Feng, Long; Sun, Fasheng^*

来源：Statistics & Probability Letters, 2015, 105: 29-36.

DOI：10.1016/j.spl.2015.05.017

• Behrens-Fisher problem
• Large p, small n
• Scalar-invariant

We propose a new scalar and shift transform invariant test statistic for the high-dimensional two-sample location problem. Theoretical results and simulation studies show the good performance of our test under certain circumstances.

• 出版日期2015-10
• 单位东北师范大学