Test for high-dimensional mean vectors via the weighted $L_2$-norm
Test for high-dimensional mean vectors via the weighted $L_2$-norm
In this paper, we propose a novel approach to test the equality of high-dimensional mean vectors of several populations via the weighted $L_2$-norm. We establish the asymptotic normality of the test statistics under the null hypothesis. We also explain theoretically why our test statistics can be highly useful in weakly …