Multi-sample test for high-dimensional covariance matrices

DOI10.1080/03610926.2017.1350272OpenAlexW2735852215MaRDI QIDQ5160245

Chen Wang, Chao Zhang, Zhi-Dong Bai, Jiang Hu

Publication date: 28 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1350272

zbMATH Keywords

U-statisticcovariance matricesmulti-sample test

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items

Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction, Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data, Testing the equality of multiple high-dimensional covariance matrices, Accurate inference for repeated measures in high dimensions, Modified Pillai's trace statistics for two high-dimensional sample covariance matrices, Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches, Test on the linear combinations of covariance matrices in high-dimensional data, High-dimensional MANOVA under weak conditions

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