Improved Test for High-Dimensional Mean Vectors and Covariance Matrices Using Random Projection
This paper proposes an improved random projection-based method for testing high-dimensional two-sample mean vectors and covariance matrices. For mean testing, the proposed approach incorporates training data to guide the construction of projection matrices toward the estimated mean difference, there...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-06-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/13/2060 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|