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Testing High-Dimensional Nonparametric Behrens-Fisher Problem

文献类型：期刊论文

作者Meng, Zhen2,3; Li, Na2,3; Yuan, Ao1
刊名JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
出版日期2021-06-28
页码18
关键词Cauchy combination test nonparametric Behrens-Fisher problem rank-based test U-statistic
ISSN号1009-6124
DOI10.1007/s11424-021-0257-3
英文摘要For high-dimensional nonparametric Behrens-Fisher problem in which the data dimension is larger than the sample size, the authors propose two test statistics in which one is U-statistic Rank-based Test (URT) and another is Cauchy Combination Test (CCT). CCT is analogous to the maximum-type test, while URT takes into account the sum of squares of differences of ranked samples in different dimensions, which is free of shapes of distributions and robust to outliers. The asymptotic distribution of URT is derived and the closed form for calculating the statistical significance of CCT is given. Extensive simulation studies are conducted to evaluate the finite sample power performance of the statistics by comparing with the existing method. The simulation results show that our URT is robust and powerful method, meanwhile, its practicability and effectiveness can be illustrated by an application to the gene expression data.
资助项目Beijing Natural Science Foundation[Z180006] ; National Nature Science Foundation of China[11722113]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000667621300004
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/58875]  
专题中国科学院数学与系统科学研究院
通讯作者Li, Na
作者单位1.Georgetown Univ, Dept Biostat Bioinformat & Biomath, Washington, DC 20057 USA
2.Univ Chinese Acad Sci, Beijing 100049, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Meng, Zhen,Li, Na,Yuan, Ao. Testing High-Dimensional Nonparametric Behrens-Fisher Problem[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2021:18.
APA Meng, Zhen,Li, Na,&Yuan, Ao.(2021).Testing High-Dimensional Nonparametric Behrens-Fisher Problem.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,18.
MLA Meng, Zhen,et al."Testing High-Dimensional Nonparametric Behrens-Fisher Problem".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY (2021):18.

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来源：数学与系统科学研究院

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