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High Dimensional Multivariate Inference Under General Conditions, Xiaoli Kong

Theses and Dissertations--Statistics

In this dissertation, we investigate four distinct and interrelated problems for high-dimensional inference of mean vectors in multi-groups.

The first problem concerned is the profile analysis of high dimensional repeated measures. We introduce new test statistics and derive its asymptotic distribution under normality for equal as well as unequal covariance cases. Our derivations of the asymptotic distributions mimic that of Central Limit Theorem with some important peculiarities addressed with sufficient rigor. We also derive consistent and unbiased estimators of the asymptotic variances for equal and unequal covariance cases respectively.

The second problem considered is the accurate inference for high-dimensional repeated …