Ridgelized Hotelling’s T^2 Test for testing equality of means of several populations with common covariance matrix

报告人：张秋妍

报告地点：数学与统计学院415报告厅

报告时间：2021年10月04日星期一14:00-15:00

报告摘要：

In this talk, we use a ridgelized Hotelling’s test (RIHT) for testing the equality of the mean vectors in a high-dimensional scenario, which means the dimension of variables p is much larger than the number of observations n. A central limit law of RIHT with a Guassian assumption is given for high-dimensional setting. To show the universality of the asymptotic law for the RIHT, we propose a exact four moment theorem with exact and simple conditions, and as an application we establish the central limit theorem of the RIHT to complete the hypothesis test without the normality assumption.

主讲人简介：

张秋妍，首都经济贸易大学讲师，主要研究领域包括随机矩阵理论、高维统计分析理论、高维假设检验。