Abstract

An extension of the D2 test statistic to test the equality of mean for high-dimensional and k-th order array-variate data using k-self similar compound symmetry (k-SSCS) covariance structure is derived. The k-th order data appear in many scientific fields including agriculture, medical, environmental and engineering applications. We discuss the property of this k-SSCS covariance structure, namely, the property of Jordan algebra. We formally show that our D2 test statistic for k-th order data is an extension or the generalization of the D2 test statistic for second-order data and for third-order data, respectively. We also derive the D2 test statistic for third-order data and illustrate its application using a medical dataset from a clinical trial study of the eye disease glaucoma. The new test statistic is very efficient for high-dimensional data where the estimation of unstructured variance-covariance matrix is not feasible due to small sample size.

Highlights

  • IntroductionWe study the hypotheses testing problems of equality of means for high-dimensional and higher-order (multi-dimensional arrays) data

  • We study the hypotheses testing problems of equality of means for high-dimensional and higher-order data

  • We study the tests of hypotheses of equality of means for one population as well as for two populations for high-dimensional and higher-order data with k-self similar compound symmetry (k-SSCS) covariance structure

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Summary

Introduction

We study the hypotheses testing problems of equality of means for high-dimensional and higher-order (multi-dimensional arrays) data. Olkin [15] studied the hypothesis testing problem of the equality of the mean vectors of multiple populations of second-order data using a 2-SSCS covariance structure, which is reminiscent of a model of Wilks [16]. Roy et al [19] and Žežula et al [1] studied the hypotheses testing problems on the mean for the second-order data using a 2-SSCS covariance structure. A majority of the above-mentioned authors only studied the second-order matrixvariate data and used a 2-SSCS covariance structure where the exchangeability (invariance) property in one factor was present. The aim of this paper is to derive a test statistic for mean for high-dimensional k-th order data using k-SSCS covariance matrix by generalizing D2 test statistics developed in Žežula et al [1].

Properties of the Self Similar Compound Symmetry Covariance Matrix
Estimators of the Eigenblocks
One Sample Test
Distribution of Test Statistic D2 under H0
Independent Observation Model
An Example
Conclusions and Discussion

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