Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions

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)
ID: 605519943
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024 7 0 |a 10.1007/s11009-013-9370-7  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s11009-013-9370-7 
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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900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
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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