Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions
Gespeichert in:
Verfasser / Beitragende:
[Makoto Aoshima, Kazuyoshi Yata]
Ort, Verlag, Jahr:
2015
Enthalten in:
Methodology and Computing in Applied Probability, 17/2(2015-06-01), 419-439
Format:
Artikel (online)
Online Zugang:
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| 024 | 7 | 0 | |a 10.1007/s11009-013-9370-7 |2 doi |
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| 245 | 0 | 0 | |a Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions |h [Elektronische Daten] |c [Makoto Aoshima, Kazuyoshi Yata] |
| 520 | 3 | |a In this paper, we consider the asymptotic normality for various inference problems on multisample and high-dimensional mean vectors. We verify that the asymptotic normality of concerned statistics is proved under mild conditions for high-dimensional data. We show that the asymptotic normality can be justified theoretically and numerically even for non-Gaussian data. We introduce the extended cross-data-matrix (ECDM) methodology to construct an unbiased estimator at a reasonable computational cost. With the help of the asymptotic normality, we show that the concerned statistics given by ECDM can ensure consistency properties for inference on multisample and high-dimensional mean vectors. We give several applications such as confidence regions for high-dimensional mean vectors, confidence intervals for the squared norm and the test of multisample mean vectors. We also provide sample size determination so as to satisfy prespecified accuracy on inference. Finally, we give several examples by using a microarray data set. | |
| 540 | |a Springer Science+Business Media New York, 2013 | ||
| 690 | 7 | |a Asymptotic normality |2 nationallicence | |
| 690 | 7 | |a Confidence region |2 nationallicence | |
| 690 | 7 | |a Cross-data-matrix methodology |2 nationallicence | |
| 690 | 7 | |a Large p small n |2 nationallicence | |
| 690 | 7 | |a Microarray |2 nationallicence | |
| 690 | 7 | |a Two-stage procedure |2 nationallicence | |
| 700 | 1 | |a Aoshima |D Makoto |u Institute of Mathematics, University of Tsukuba, 305-8571, Ibaraki, Japan |4 aut | |
| 700 | 1 | |a Yata |D Kazuyoshi |u Institute of Mathematics, University of Tsukuba, 305-8571, Ibaraki, Japan |4 aut | |
| 773 | 0 | |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/2(2015-06-01), 419-439 |x 1387-5841 |q 17:2<419 |1 2015 |2 17 |o 11009 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s11009-013-9370-7 |q text/html |z Onlinezugriff via DOI |
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| 908 | |D 1 |a research-article |2 jats | ||
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| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s11009-013-9370-7 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Aoshima |D Makoto |u Institute of Mathematics, University of Tsukuba, 305-8571, Ibaraki, Japan |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Yata |D Kazuyoshi |u Institute of Mathematics, University of Tsukuba, 305-8571, Ibaraki, Japan |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/2(2015-06-01), 419-439 |x 1387-5841 |q 17:2<419 |1 2015 |2 17 |o 11009 | ||