Spatial-Sign based Maxsum Test for High Dimensional Location Parameters
Fuente:
arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866913596068331520 |
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| author | Liu, Jixuan Feng, Long Zhao, Ping Wang, Zhaojun |
| author_facet | Liu, Jixuan Feng, Long Zhao, Ping Wang, Zhaojun |
| contents | In this study, we explore a robust testing procedure for the high-dimensional location parameters testing problem. Initially, we introduce a spatial-sign based max-type test statistic, which exhibits excellent performance for sparse alternatives. Subsequently, we demonstrate the asymptotic independence between this max-type test statistic and the spatial-sign based sum-type test statistic (Feng and Sun, 2016). Building on this, we propose a spatial-sign based max-sum type testing procedure, which shows remarkable performance under varying signal sparsity. Our simulation studies underscore the superior performance of the procedures we propose. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_01381 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Spatial-Sign based Maxsum Test for High Dimensional Location Parameters Liu, Jixuan Feng, Long Zhao, Ping Wang, Zhaojun Methodology In this study, we explore a robust testing procedure for the high-dimensional location parameters testing problem. Initially, we introduce a spatial-sign based max-type test statistic, which exhibits excellent performance for sparse alternatives. Subsequently, we demonstrate the asymptotic independence between this max-type test statistic and the spatial-sign based sum-type test statistic (Feng and Sun, 2016). Building on this, we propose a spatial-sign based max-sum type testing procedure, which shows remarkable performance under varying signal sparsity. Our simulation studies underscore the superior performance of the procedures we propose. |
| title | Spatial-Sign based Maxsum Test for High Dimensional Location Parameters |
| topic | Methodology |
| url | https://arxiv.org/abs/2402.01381 |