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A novel scale-space approach for multinormality testing and the k-sample problem in the high dimension low sample size scenario

Two classical multivariate statistical problems, testing of multivariate normality and the k-sample problem, are explored by a novel analysis on several resolutions simultaneously. The presented methods do not invert any estimated covariance matrix. Thereby, the methods work in the High Dimension Lo...

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Detalles Bibliográficos
Autores principales: Hindberg, Kristian, Hannig, Jan, Godtliebsen, Fred
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6342313/
https://www.ncbi.nlm.nih.gov/pubmed/30668596
http://dx.doi.org/10.1371/journal.pone.0211044