Testing High-Dimensional Nonparametric Behrens-Fisher Problem

doi:10.1007/s11424-021-0257-3

CSpace

	Testing High-Dimensional Nonparametric Behrens-Fisher Problem
	Meng, Zhen 1,2; Li, Na 1,2; Yuan, Ao 3
	2021-06-28
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
页码	18
摘要	For high-dimensional nonparametric Behrens-Fisher problem in which the data dimension is larger than the sample size, the authors propose two test statistics in which one is U-statistic Rank-based Test (URT) and another is Cauchy Combination Test (CCT). CCT is analogous to the maximum-type test, while URT takes into account the sum of squares of differences of ranked samples in different dimensions, which is free of shapes of distributions and robust to outliers. The asymptotic distribution of URT is derived and the closed form for calculating the statistical significance of CCT is given. Extensive simulation studies are conducted to evaluate the finite sample power performance of the statistics by comparing with the existing method. The simulation results show that our URT is robust and powerful method, meanwhile, its practicability and effectiveness can be illustrated by an application to the gene expression data.
关键词	Cauchy combination test nonparametric Behrens-Fisher problem rank-based test U-statistic
DOI	10.1007/s11424-021-0257-3
收录类别	SCI
语种	英语
资助项目	Beijing Natural Science Foundation[Z180006] ; National Nature Science Foundation of China[11722113]
WOS研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000667621300004
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/58876
专题	中国科学院数学与系统科学研究院
通讯作者	Li, Na
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Beijing 100049, Peoples R China 3.Georgetown Univ, Dept Biostat Bioinformat & Biomath, Washington, DC 20057 USA
推荐引用方式 GB/T 7714	Meng, Zhen,Li, Na,Yuan, Ao. Testing High-Dimensional Nonparametric Behrens-Fisher Problem[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2021:18.
APA	Meng, Zhen,Li, Na,&Yuan, Ao.(2021).Testing High-Dimensional Nonparametric Behrens-Fisher Problem.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,18.
MLA	Meng, Zhen,et al."Testing High-Dimensional Nonparametric Behrens-Fisher Problem".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY (2021):18.