Aspects of Moment Testing when p>n

Aspects of Moment Testing when p>n

This thesis concerns the problem of statistical hypothesis testing for mean vector as well as testing for non-normality in a high-dimensional setting which is called the Kolmogorov condition. Since we consider mainly the first and the second moment in testing for mean vector and we utilize the third...

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Bibliographic Details
Main Author: Wang, Zhizheng
Format: Others
Language:English
Published: Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS) 2018
Subjects:
High-dimensional data
Asymptotic distribution
Kolmogorov condition
Monte Carlo simulation
Hypothesis testing
Skewness and kurtosis
Probability Theory and Statistics
Sannolikhetsteori och statistik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-79294
http://nbn-resolving.de/urn:isbn:978-91-88898-35-7
http://nbn-resolving.de/urn:isbn:978-91-88898-36-4

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-79294
http://nbn-resolving.de/urn:isbn:978-91-88898-35-7
http://nbn-resolving.de/urn:isbn:978-91-88898-36-4

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