A new method for multi-sample high-dimensional covariance matrices test based on permutation

DOI10.1080/03610926.2020.1815782OpenAlexW3083073296MaRDI QIDQ5092684

Wei Yu

Publication date: 22 July 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1815782

zbMATH Keywords

high-dimensional datapermutation testtype I error ratecovariance matrices testing

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution

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