Research ArticleOpen accessIn the keywordsOne-Sided Multivariate Tests for High Dimensional DataSamruam ChongcharoenProblem statement: For a multivariate normal population with size smaller than dimension, n<p, the likelihood ratio tests of the null hypothesis that the mean vector was zero with a one-sided alternative were no longer valid because they involved with sample covariance matrix which was singular. Approach: The test statistics for one-sided multivariate hypotheses with n<p were proposed. Results: The simulation … …Journal of Mathematics and Statistics, Vol. 8, Issue 2 · 20 Jun 2012 · 7,261 accessesView PDFCite
Research ArticleOpen accessIn the keywordsInversion of Covariance Matrix for High Dimension DataSamruam ChongcharoenProblem statement: In the testing statistic problem for the mean vector of independent and identically distributed multivariate normal random vectors with unknown covariance matrix when the data has sample size less than the dimension n≤p, for example, the data came from DNA microarrays where a large number of gene expression levels are measured on relatively few subjects, the p×p sample … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 27 Jul 2011 · 7,869 accessesView PDFCite