A one-way MANOVA test for high-dimensional data using clustering subspaces

被引:0
作者
Lu, Minyuan [1 ]
Zhou, Bu [1 ]
机构
[1] Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou, Peoples R China
基金
中国国家自然科学基金;
关键词
High-dimensional problem; Permutation test; Clustering subspaces; Block diagonal structure; MULTIVARIATE-ANALYSIS; 2-SAMPLE TEST; VARIANCE;
D O I
10.1016/j.spl.2024.110293
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This study focuses on the high-dimensional one-way analysis of variance problem, specifically, testing whether multiple population mean vectors are equal in the context of high-dimensional data. To solve the problem that classical multivariate analysis of variance (MANOVA) test statistics are undefined when the dimensionality surpasses the sample size, we propose a random permutation test using low-dimensional subspaces obtained by clustering of variables. The test statistics are derived from a one-way MANOVA decomposition for clustered variables and this approach utilizes the correlation information among variables to ensure high testing power. Simulation studies indicate that the proposed test performs well with high-dimensional data.
引用
收藏
页数:8
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