RAPTT: An Exact Two-Sample Test in High Dimensions Using Random Projections
RAPTT: An Exact Two-Sample Test in High Dimensions Using Random Projections
In high dimensions, the classical Hotelling's T2 test tends to have low power or becomes undefined due to singularity of the sample covariance matrix. In this article, this problem is overcome by projecting the data matrix onto lower dimensional subspaces through multiplication by random matrices. We propose RAPTT (RAndom Projection …