On some exact distribution-free one-sample tests for high dimension low sample size data

Munmun Biswas, Minerva Mukhopadhyay, Anil K. Ghosh
2015 Statistica sinica  
Several rank based tests for the multivariate one-sample problem are available in the literature. But, unlike univariate rank based tests, most of these multivariate tests are not distribution-free. Moreover, many of them are not applicable when the dimension of the data exceeds the sample size. In this article, we develop and investigate some distribution-free tests for the one-sample location problem, which can be conveniently used in high dimension low sample size (HDLSS) situations. Under
more » ... me appropriate regularity conditions, we prove the consistency of these tests when the sample size remains fixed and the dimension grows to infinity. Some simulated and real data sets are analyzed to compare their performance with some popular one-sample tests.
doi:10.5705/ss.2014.155 fatcat:6uck6beixnhazfkma2ipm2ptfq