High-Dimensional Hettmansperger-Randles Estimator and its Applications
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866913817138561024 |
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| author | Yan, Guowei Feng, Long Zhang, Xiaoxu |
| author_facet | Yan, Guowei Feng, Long Zhang, Xiaoxu |
| contents | The classic Hettmansperger-Randles Estimator has found extensive use in robust statistical inference. However, it cannot be directly applied to high-dimensional data. In this paper, we propose a high-dimensional Hettmansperger-Randles Estimator for the location parameter and scatter matrix of elliptical distributions in high-dimensional scenarios. Subsequently, we apply these estimators to two prominent problems: the one-sample location test problem and quadratic discriminant analysis. We discover that the corresponding new methods exhibit high effectiveness across a broad range of distributions. Both simulation studies and real-data applications further illustrate the superiority of the newly proposed methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2505_01669 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | High-Dimensional Hettmansperger-Randles Estimator and its Applications Yan, Guowei Feng, Long Zhang, Xiaoxu Methodology The classic Hettmansperger-Randles Estimator has found extensive use in robust statistical inference. However, it cannot be directly applied to high-dimensional data. In this paper, we propose a high-dimensional Hettmansperger-Randles Estimator for the location parameter and scatter matrix of elliptical distributions in high-dimensional scenarios. Subsequently, we apply these estimators to two prominent problems: the one-sample location test problem and quadratic discriminant analysis. We discover that the corresponding new methods exhibit high effectiveness across a broad range of distributions. Both simulation studies and real-data applications further illustrate the superiority of the newly proposed methods. |
| title | High-Dimensional Hettmansperger-Randles Estimator and its Applications |
| topic | Methodology |
| url | https://arxiv.org/abs/2505.01669 |