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arXiv · 2610.04251

Cauchy-Combined Hettmansperger-Randles Location Tests in High Dimensions

Abstract

High-dimensional mean testing is challenging under strong dependence and heavy tails, since classical Hotelling statistics are ill posed and regularized versions based on sample moments remain sensitive to outliers. This paper develops a robust regularized Hotelling framework for one-sample mean inference under elliptical distributions. The proposed HRST statistic combines a Hettmansperger-Randles spatial location estimator with the inverse of a trace-normalized shrinkage Tyler scatter matrix, and calibrates the resulting quadratic form through ridge-resolvent random-matrix theory rather than sparse covariance or precision-matrix assumptions. In the regime $p/n\to y\in(0,\infty)$, allowing a vanishing lower bulk edge and finite-rank diverging spikes, we establish feasible asymptotic normality for each shrinkage level, derive local-alternative distributions with explicit noncentrality parameters, and prove joint Gaussian limits over finite shrinkage grids. These results justify an adaptive Cauchy combination test across shrinkage levels. Simulations and a paired tumor-normal gene-expression study show that HRST maintains size and improves robustness under heavy-tailed distributions while retaining power under strong correlation.

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BibTeXRIS

Ping Zhao, Long Feng, Xiaoyi Wang. 2026-10-03. Cauchy-Combined Hettmansperger-Randles Location Tests in High Dimensions. https://arxiv.org/abs/2610.04251

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