Note on Mean Vector Testing for High-Dimensional Dependent Observations
Links to Fileshttps://arxiv.org/abs/1904.09344
MetadataShow full item record
Type of Work13 pages
journal article preprints
Citation of Original PublicationSeonghun Cho, et.al, Note on Mean Vector Testing for High-Dimensional Dependent Observations, Mathematics, Statistics Theory, 2019, https://arxiv.org/abs/1904.09344
RightsThis item is likely protected under Title 17 of the U.S. Copyright Law. Unless on a Creative Commons license, for uses protected by Copyright Law, contact the copyright holder or the author.
For the mean vector test in high dimension, Ayyala et al.(2017,153:136-155) proposed new test statistics when the observational vectors are M dependent. Under certain conditions, the test statistics for one-same and two-sample cases were shown to be asymptotically normal. While the test statistics and the asymptotic results are valid, some parts of the proof of asymptotic normality need to be corrected. In this work, we provide corrections to the proofs of their main theorems. We also note a few minor discrepancies in calculations in the publication.