RAPTT: An Exact Two-Sample Test in High Dimensions Using Random Projections | PERPUSTAKAAN UNIVERSITAS KATOLIK PARAHYANGAN

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RAPTT: An Exact Two-Sample Test in High Dimensions Using Random Projections

Srivastava, Radhendushka - Nama Orang; Ruppert, David - Nama Orang; Ping Li - Nama Orang;

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 T2-Test), an exact test for equality of means of two normal populations based on projected lower dimensional data. RAPTT does not require any constraints on the dimension of the data or the sample size. A simulation study indicates that in high dimensions the power of this test is often greater than that of competing tests. The advantages of RAPTT are illustrated on a high-dimensional gene expression dataset involving the discrimination of tumor and normal colon tissues.

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Informasi Detail

Judul Seri: JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS; Vol.25 No.3 September 2016
No. Panggil: -
Penerbit: : .,
Deskripsi Fisik: p. 954-970
Bahasa: English
ISBN/ISSN: -
Klasifikasi: -
Tipe Isi: -
Tipe Media: -
Tipe Pembawa: -
Edisi: -
Subjek: P-VALUE
LARGE P
SMALL N
HOTELLING T2
Info Detail Spesifik: https://doi.org/10.1080/10618600.2015.1062771
Pernyataan Tanggungjawab: Radhendushka Srivastava, Ping Li, David Ruppert

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