Title: High-dimensional GMANOVA test
Authors: Takayuki Yamada - Kagoshima university (Japan) [presenting]
Tetsuto Himeno - Shiga university (Japan)
Abstract: This study treats the problem for testing generalized multivariate linear hypothesis for location parameter matrix. We proposed a test which is applicable for the case in which the dimension of the observed matrix is greater than the sample size. The limiting null distribution of the test statistic is derived and the power of the test is studied. The simulation results show that the test significantly outperforms well. Analysis of a rat weight data is carried out to demonstrate the proposed testing procedure.