A test for the mean vector in large dimension and small samples

Junyong Park, Deepak Nag Ayyala

Research output: Contribution to journalArticlepeer-review

60 Scopus citations


In this paper, we consider the problem of testing the mean vector in the multivariate setting where the dimension p is greater than the sample size n, namely a large p and small n problem. We propose a new scalar transform invariant test and show the asymptotic null distribution and power of the proposed test under weaker conditions than Srivastava (2009). We also present numerical studies including simulations and a real example of microarray data with comparison to existing tests developed for a large p and small n problem.

Original languageEnglish (US)
Pages (from-to)929-943
Number of pages15
JournalJournal of Statistical Planning and Inference
Issue number5
StatePublished - May 1 2013
Externally publishedYes


  • Asymptotic distribution
  • High dimension
  • Scalar transform invariant test
  • Testing mean vector

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics


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