Phase I analysis of high-dimensional processes in the presence of outliers

M Ebadi, S Chenouri, SH Steiner - Journal of Quality Technology, 2023 - Taylor & Francis
One of the significant challenges in monitoring the quality of products today is the high
dimensionality of quality characteristics. In this paper, we address Phase I analysis of high …

Two-sample test for high-dimensional covariance matrices: A normal-reference approach

J Wang, T Zhu, JT Zhang - Journal of Multivariate Analysis, 2024 - Elsevier
Testing the equality of the covariance matrices of two high-dimensional samples is a
fundamental inference problem in statistics. Several tests have been proposed but they are …

HDNRA: An R package for HDLSS location testing with normal-reference approaches

P Wang, T Zhu, JT Zhang - arXiv preprint arXiv:2410.16702, 2024 - arxiv.org
The challenge of location testing for high-dimensional data in statistical inference is notable.
Existing literature suggests various methods, many of which impose strong regularity …

A scale-invariant test for linear hypothesis of means in high dimensions

M Cao, Z Cheng, K Xu, D He - Statistical Papers, 2024 - Springer
In this paper, we propose a new scale-invariant test for linear hypothesis of mean vectors
with heteroscedasticity in high-dimensional settings. Most existing tests impose strong …

Testing linear hypothesis of high-dimensional means with unequal covariance matrices

M Cao, S Liang, D He, K Xu - Journal of the Korean Statistical Society, 2022 - Springer
In this paper, we propose a new scalar-transformation-invariant test for linear hypothesis on
mean vectors of normal population with unequal covariance matrices in high-dimensional …

Two-sample Behrens–Fisher problems for high-dimensional data: a normal reference scale-invariant test

L Zhang, T Zhu, JT Zhang - Journal of Applied Statistics, 2023 - Taylor & Francis
For high-dimensional two-sample Behrens–Fisher problems, several non-scale-invariant
and scale-invariant tests have been proposed. Most of them impose strong assumptions on …

Mean test with fewer observation than dimension and ratio unbiased estimator for correlation matrix

T Jiang, P Li - arXiv preprint arXiv:2108.06892, 2021 - arxiv.org
Hotelling's T-squared test is a classical tool to test if the normal mean of a multivariate
normal distribution is a specified one or the means of two multivariate normal means are …

On monitoring high‐dimensional processes with individual observations

M Ebadi, S Chenouri, SH Steiner - Naval Research Logistics …, 2021 - Wiley Online Library
Modern data collecting methods and computation tools have made it possible to monitor
high‐dimensional processes. In this article, we investigate phase II monitoring of high …

HYPOTHESIS TESTING IN HIGH-DIMENSIONAL LINEAR REGRESSION

T Zhu, L Zhang, JT Zhang - Statistica Sinica, 2022 - JSTOR
Recently, several non-scale-invariant and scale-invariant tests have been proposed for a
general linear hypothesis testing problem for high-dimensional data, which include one-way …

A revisit to Bai–Saranadasa's two-sample test

JT Zhang, T Zhu - Journal of Nonparametric Statistics, 2022 - Taylor & Francis
Bai–Saranadasa's two-sample test for high-dimensional data, namely BS-test, has been
widely cited in the literature. However, it may not control the size well when the required …