dorsal/arxiv
View SchemaNote on High Dimensional Spatial-Sign Test for One Sample Problem
| Authors | Ping Zhao, Long Feng |
|---|---|
| Categories | |
| ArXiv ID | 2601.08736vv1 |
| URL | https://arxiv.org/abs/2601.08736 |
| License | http://creativecommons.org/licenses/by/4.0/ |
Abstract
We revisit the null distribution of the high-dimensional spatial-sign test of Wang et al. (2015) under mild structural assumptions on the scatter matrix. We show that the standardized test statistic converges to a non-Gaussian limit, characterized as a mixture of a normal component and a weighted chi-square component. To facilitate practical implementation, we propose a wild bootstrap procedure for computing critical values and establish its asymptotic validity. Numerical experiments demonstrate that the proposed bootstrap test delivers accurate size control across a wide range of dependence settings and dimension-sample-size regimes.
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"abstract": "We revisit the null distribution of the high-dimensional spatial-sign test of Wang et al. (2015) under mild structural assumptions on the scatter matrix. We show that the standardized test statistic converges to a non-Gaussian limit, characterized as a mixture of a normal component and a weighted chi-square component. To facilitate practical implementation, we propose a wild bootstrap procedure for computing critical values and establish its asymptotic validity. Numerical experiments demonstrate that the proposed bootstrap test delivers accurate size control across a wide range of dependence settings and dimension-sample-size regimes.",
"arxiv_id": "2601.08736",
"authors": [
"Ping Zhao",
"Long Feng"
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"license": "http://creativecommons.org/licenses/by/4.0/",
"title": "Note on High Dimensional Spatial-Sign Test for One Sample Problem",
"url": "https://arxiv.org/abs/2601.08736",
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