Ahmad, M. - In: Annals of the Institute of Statistical Mathematics 66 (2014) 1, pp. 33-61
A two-sample test statistic is presented for testing the equality of mean vectors when the dimension, <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$p$$</EquationSource> </InlineEquation>, exceeds the sample sizes, <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$n_i,\; i=1, 2$$</EquationSource> </InlineEquation>, and the distributions are not necessarily normal. Under mild assumptions on the traces of the covariance matrices, the statistic is shown...</equationsource></inlineequation></equationsource></inlineequation>
