科学研究
报告题目:

Power-enhanced projection test for high-dimensional mean vectors

报告人:

陈夏 教授(陕西师范大学)

报告时间:

报告地点:

老外楼概率统计系办公室

报告摘要:

The projection test has been widely researched and applied as an effective path to solve the high-dimensional mean vector test problem. In this paper, for the problem of compensating the computational difficulty of the power loss method in the high-dimensional case due to the data splitting procedure, we propose a method called power enhanced projection test (PPT), which adds an extra power-enhancement term to the original projection test statistic to make up for the lost power, and thus does not have to estimate the optimal projection method multiple times. Theoretically we show that this term is asymptotically zero under the null hypothesis and therefore does not affect the control of Type I errors. The conclusions are verified in numerical studies.