论文标题

在异方差和非正常性下,GMANOVA模型中的平均基质测试高维数据

Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data

论文作者

Yamada, Takayuki, Himeno, Tetsuto, Tillander, Annika, Pavlenko, Tatjana

论文摘要

本文涉及在普遍的多变量分析(Gmanova)模型的背景下,在平均基质上进行的双边线性假设(GMANOVA)模型时,观察到的载体的尺寸可能会超过样本尺寸,设计可能会变得不平衡,人口可能不正常,或者可能是正常的,或者实际的共差矩阵可能不符合。建议的测试方法可以将许多问题(例如单向和双向MANOVA测试,概要分析中的并行性测试等)视为特定问题。我们提出了平均矩阵Frobenius Norm的偏置校正估计器,这是测试统计量的关键组成部分。无效分布和非空分布是在一般的高维渐近框架下得出的,该框架可以任意超过组的样本量,从而确立了测试标准的一致性。通过对几个高维情况进行的模拟研究,研究了有限样本中提出的测试的准确性,并结合不同的组内协方差结构结构进行了各种潜在的人口分布。最后,提出的测试应用于DNA微阵列数据的高维双向MANOVA问题。

This paper is concerned with the testing bilateral linear hypothesis on the mean matrix in the context of the generalized multivariate analysis of variance (GMANOVA) model when the dimensions of the observed vector may exceed the sample size, the design may become unbalanced, the population may not be normal, or the true covariance matrices may be unequal. The suggested testing methodology can treat many problems such as the one- and two-way MANOVA tests, the test for parallelism in profile analysis, etc., as specific ones. We propose a bias-corrected estimator of the Frobenius norm for the mean matrix, which is a key component of the test statistic. The null and non-null distributions are derived under a general high-dimensional asymptotic framework that allows the dimensionality to arbitrarily exceed the sample size of a group, thereby establishing consistency for the testing criterion. The accuracy of the proposed test in a finite sample is investigated through simulations conducted for several high-dimensional scenarios and various underlying population distributions in combination with different within-group covariance structures. Finally, the proposed test is applied to a high-dimensional two-way MANOVA problem for DNA microarray data.

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