On testing the equality of mean vectors in high dimension
Author(s) -
Muni S. Srivastava
Publication year - 2013
Publication title -
acta et commentationes universitatis tartuensis de mathematica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.276
H-Index - 6
eISSN - 2228-4699
pISSN - 1406-2283
DOI - 10.12697/acutm.2013.17.03
Subject(s) - multivariate analysis of variance , dimension (graph theory) , mathematics , statistics , variance (accounting) , sample size determination , multivariate statistics , sample (material) , combinatorics , chemistry , accounting , chromatography , business
In this article, we review various tests that have been proposed in the literature for testing the equality of several mean vectors. In particular, it includes testing the equality of two mean vectors, the so-called two-sample problem as well as that of testing the equality of several mean vectors, the so-called multivariate analysis of variance or MANOVA problem. The total sample size, however, may be less than the dimension of the mean vectors, and so usual tests cannot be used. Powers of these tests are compared using simulation.
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