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Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data

Publication ,  Journal Article
Dong, K; Pang, H; Tong, T; Genton, MG
Published in: Journal of Multivariate Analysis
January 1, 2016

High-throughput expression profiling techniques bring novel tools and also statistical challenges to genetic research. In addition to detecting differentially expressed genes, testing the significance of gene sets or pathway analysis has been recognized as an equally important problem. Owing to the "large p small n" paradigm, the traditional Hotelling's T2 test suffers from the singularity problem and therefore is not valid in this setting. In this paper, we propose a shrinkage-based diagonal Hotelling's test for both one-sample and two-sample cases. We also suggest several different ways to derive the approximate null distribution under different scenarios of p and n for our proposed shrinkage-based test. Simulation studies show that the proposed method performs comparably to existing competitors when n is moderate or large, but it is better when n is small. In addition, we analyze four gene expression data sets and they demonstrate the advantage of our proposed shrinkage-based diagonal Hotelling's test.

Duke Scholars

Published In

Journal of Multivariate Analysis

DOI

EISSN

1095-7243

ISSN

0047-259X

Publication Date

January 1, 2016

Volume

143

Start / End Page

127 / 142

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics
 

Citation

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Dong, K., Pang, H., Tong, T., & Genton, M. G. (2016). Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data. Journal of Multivariate Analysis, 143, 127–142. https://doi.org/10.1016/j.jmva.2015.08.022
Dong, K., H. Pang, T. Tong, and M. G. Genton. “Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data.” Journal of Multivariate Analysis 143 (January 1, 2016): 127–42. https://doi.org/10.1016/j.jmva.2015.08.022.
Dong K, Pang H, Tong T, Genton MG. Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data. Journal of Multivariate Analysis. 2016 Jan 1;143:127–42.
Dong, K., et al. “Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data.” Journal of Multivariate Analysis, vol. 143, Jan. 2016, pp. 127–42. Scopus, doi:10.1016/j.jmva.2015.08.022.
Dong K, Pang H, Tong T, Genton MG. Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data. Journal of Multivariate Analysis. 2016 Jan 1;143:127–142.
Journal cover image

Published In

Journal of Multivariate Analysis

DOI

EISSN

1095-7243

ISSN

0047-259X

Publication Date

January 1, 2016

Volume

143

Start / End Page

127 / 142

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics