Testing High-Dimensional Nonparametric Behrens-Fisher Problem
Meng, Zhen1,2; Li, Na1,2; Yuan, Ao3
AbstractFor 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.
KeywordCauchy combination test nonparametric Behrens-Fisher problem rank-based test U-statistic
Indexed BySCI
Funding ProjectBeijing Natural Science Foundation[Z180006] ; National Nature Science Foundation of China[11722113]
WOS Research AreaMathematics
WOS SubjectMathematics, Interdisciplinary Applications
WOS IDWOS:000667621300004
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Document Type期刊论文
Corresponding AuthorLi, Na
Affiliation1.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.
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