HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS

DOI10.5705/ss.202017.0213zbMath1406.62058OpenAlexW2792261071MaRDI QIDQ4558607

Song Xi Chen, Jing (Selena) He

Publication date: 22 November 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202017.0213

zbMATH Keywords

covariance matrixhigh dimensional testmultiple testsparse alternativetwo-sample test for covariance matrices

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

Testing the equality of multiple high-dimensional covariance matrices ⋮ Use of Random Integration to Test Equality of High Dimensional Covariance Matrices ⋮ Test for high dimensional covariance matrices

This page was built for publication: HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS