A High-Dimensional Nonparametric Multivariate Test for Mean Vector
A High-Dimensional Nonparametric Multivariate Test for Mean Vector
This work is concerned with testing the population mean vector of nonnormal high-dimensional multivariate data. Several tests for high-dimensional mean vector, based on modifying the classical Hotelling T2 test, have been proposed in the literature. Despite their usefulness, they tend to have unsatisfactory power performance for heavy-tailed multivariate data, which …