Mean Equality Tests for High-Dimensional and Higher-Order Data with k-Self Similar Compound Symmetry Covariance Structure

Date
2022-02-01
Authors
Leiva, Ricardo
Roy, Anuradha
Journal Title
Journal ISSN
Volume Title
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Abstract

An extension of the D2 test statistic to test the equality of mean for high-dimensional and k-th order array-variate data using k-self similar compound symmetry (k-SSCS) covariance structure is derived. The k-th order data appear in many scientific fields including agriculture, medical, environmental and engineering applications. We discuss the property of this k-SSCS covariance structure, namely, the property of Jordan algebra. We formally show that our D2 test statistic for k-th order data is an extension or the generalization of the D2 test statistic for second-order data and for third-order data, respectively. We also derive the D2 test statistic for third-order data and illustrate its application using a medical dataset from a clinical trial study of the eye disease glaucoma. The new test statistic is very efficient for high-dimensional data where the estimation of unstructured variance-covariance matrix is not feasible due to small sample size.

Description
Keywords
array-variate data, eigenblock, high dimensional data, Wishart distribution, Hotelling’s T2 statistic, Lawley-Hotelling trace distribution
Citation
Symmetry 14 (2): 291 (2022)
Department
Management Science and Statistics