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Estimating the number of equal components for two high-dimensional mean vectors

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  • Wei Yu
  • Wangli Xu
  • Lixing Zhu

Abstract

In this article, we propose a new method for estimating the number of equal components m0 of two m-dimensional population means when m is large. The proposed method can be used to estimate the number of equally expressed or differentially expressed genes in DNA microarray studies. It can also be applied in the step of estimating m0 in adaptive false discovery rate controlling procedures. Simulation results show that the bias of the moment estimator is very small for both normal and non normal data. It has higher precision than existing methods in most cases. It has more evident advantage under non normal data.

Suggested Citation

  • Wei Yu & Wangli Xu & Lixing Zhu, 2021. "Estimating the number of equal components for two high-dimensional mean vectors," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(19), pages 4617-4638, August.
    • Handle: RePEc:taf:lstaxx:v:50:y:2021:i:19:p:4617-4638
    DOI: 10.1080/03610926.2020.1722842
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