Kavli Affiliate: Feng Long| Summary: High-dimensional mean testing is challenging under strong dependence and heavy tails, since classical Hotelling statistics are ill posed and regularized versions based on sample moments remain sensitive to outliers. This paper develops a robust regularized Hotelling framework for one-sample mean inference under elliptical distributions. The proposed HRST statistic combines a […]
Continue.. Cauchy-Combined Hettmansperger-Randles Location Tests in High Dimensions