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...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-06-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/13/2060 |
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