An adaptive two-sample test for high-dimensional means.

An adaptive two-sample test for high-dimensional means.
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DOI:
10.1093/biomet/asw029
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发表时间:
2016-09
期刊:
影响因子:
2.7
通讯作者:
Pan W
Pan W
中科院分区:
数学2区
文献类型:
--
作者:
Xu G;Lin L;Wei P;Pan W

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Several two-sample tests for high-dimensional data have been proposed recently, but they are powerful only against certain alternative hypotheses. In practice, since the true alternative hypothesis is unknown, it is unclear how to choose a powerful test. We propose an adaptive test that maintains high power across a wide range of situations and study its asymptotic properties. Its finite-sample performance is compared with that of existing tests. We apply it and other tests to detect possible associations between bipolar disease and a large number of single nucleotide polymorphisms on each chromosome based on data from a genome-wide association study. Numerical studies demonstrate the superior performance and high power of the proposed test across a wide spectrum of applications.
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