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Power Comparison between High Dimensional t-Test, Sign, and Signed Rank Tests

Published 27 Dec 2018 in stat.ME | (1812.10625v1)

Abstract: In this paper, we propose a power comparison between high dimensional t-test, sign and signed rank test for the one sample mean test. We show that the high dimensional signed rank test is superior to a high dimensional t test, but inferior to a high dimensional sign test.

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