Proposes ERHT-CC test based on spatial median and spatial-sign covariance with Cauchy aggregation over ridge parameters, deriving asymptotic normality and local power under elliptical symmetry.
92 Xifen Huang, Binghui Liu, Qin Zhou, and Long Feng
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Elliptical Regularized Hotelling Testing for High Dimensional Data
Proposes ERHT-CC test based on spatial median and spatial-sign covariance with Cauchy aggregation over ridge parameters, deriving asymptotic normality and local power under elliptical symmetry.