A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix
Shota Katayama and Yutaka Kano
Abstract
We propose a new test for the equality of the mean vectors between a two groups
with the same number of the observations
in high-dimensional data.
The existing tests for this problem require a strong condition on the population covariance matrix.
The proposed test in this paper does not require such conditions for it.
This test will be obtained in a general model, that is, the data need not be normally distributed.
Paper
http://www.tandfonline.com/doi/full/10.1080/03610926.2012.717663
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