A0419
Title: Adaptive regularized Hotelling's T2 test for high dimensional data
Authors: Jong Soo Lee - University of Massachusetts Lowell (United States) [presenting]
Abstract: A test statistic is presented for high dimensional data modified from Hotelling's $T^2$ test. Although there have been much interests in Hotelling's $T^2$ test and many modifications have been suggested for high dimensional data, the proposed test combines and extends some of the existing methods to demonstrate its improvements. The theoretical properties of the proposed test will be shown using the random matrix theory and other tools, and numerical properties will be examined and compared via simulation studies.