An inverse-norm weighted spatial-sign max-sum test is introduced and shown, asymptotically and in simulations, to be powerful across sparse and dense alternatives for heavy-tailed high-dimensional data.
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Inverse Norm Weighted Maxsum Test for High Dimensional Location Parameters
An inverse-norm weighted spatial-sign max-sum test is introduced and shown, asymptotically and in simulations, to be powerful across sparse and dense alternatives for heavy-tailed high-dimensional data.