A combined p-value test for the mean difference of high-dimensional data

Wei Yu, Wangli Xu, Lixing ZHU*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

This paper proposes a novel method for testing the equality of high-dimensional means using a multiple hypothesis test. The proposed method is based on the maximum of standardized partial sums of logarithmic p-values statistic. Numerical studies show that the method performs well for both normal and non-normal data and has a good power performance under both dense and sparse alternative hypotheses. For illustration, a real data analysis is implemented.

Original languageEnglish
Pages (from-to)961-978
Number of pages18
JournalScience China Mathematics
Volume62
Issue number5
DOIs
Publication statusPublished - 1 May 2019

Scopus Subject Areas

  • Mathematics(all)

User-Defined Keywords

  • 47N30
  • 65C05
  • equality of means
  • high-dimensional data
  • multiple hypothesis testing
  • sparse alternatives

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