KMS Of Academy of mathematics and systems sciences, CAS
| Testing High-Dimensional Nonparametric Behrens-Fisher Problem | |
| Meng, Zhen1,2; Li, Na1,2; Yuan, Ao3 | |
| 2021-06-28 | |
| Source Publication | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
 |
| ISSN | 1009-6124 |
| Pages | 18 |
| Abstract | 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. |
| Keyword | Cauchy combination test nonparametric Behrens-Fisher problem rank-based test U-statistic |
| DOI | 10.1007/s11424-021-0257-3 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | Beijing Natural Science Foundation[Z180006] ; National Nature Science Foundation of China[11722113] |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics, Interdisciplinary Applications |
| WOS ID | WOS:000667621300004 |
| Publisher | SPRINGER HEIDELBERG |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/58876 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Li, Na |
| Affiliation | 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 |
| Recommended Citation 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. |
| Files in This Item: | There are no files associated with this item. | |||||
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment