Mean Equality Tests for High-Dimensional and Higher-Order Data with <i>k</i>-Self Similar Compound Symmetry Covariance Structure

Abstract

An extension of the D2 test statistic to test the equality of mean for high-dimensional and k-th order array-variate data using k-self similar compound symmetry (k-SSCS) covariance structure is derived. The k-th order data appear in many scientific fields including agriculture, medical, environmental and engineering applications. We discuss the property of this k-SSCS covariance structure, namely, the property of Jordan algebra. We formally show that our D2 test statistic for k-th order data is an extension or the generalization of the D2 test statistic for second-order data and for third-order data, respectively. We also derive the D2 test statistic for third-order data and illustrate its application using a medical dataset from a clinical trial study of the eye disease glaucoma. The new test statistic is very efficient for high-dimensional data where the estimation of unstructured variance-covariance matrix is not feasible due to small sample size.

Keywords

• array-variate data
• eigenblock
• high dimensional data
• Wishart distribution
• Hotelling’s T2 statistic
• Lawley–Hotelling trace distribution