Homogeneity tests of covariance matrices with high-dimensional longitudinal data

DOI10.1093/biomet/asz011zbMath1464.62275OpenAlexW2945595320WikidataQ92711014 ScholiaQ92711014MaRDI QIDQ5859767

Ping-Shou Zhong, Shawn Santo, Run-Ze Li

Publication date: 20 April 2021

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6690172

zbMATH Keywords

longitudinal datahigh-dimensional datahomogeneity testspatial and temporal dependence

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (6)

Use of Random Integration to Test Equality of High Dimensional Covariance Matrices ⋮ Break point detection for functional covariance ⋮ Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality ⋮ Homogeneity tests for one-way models with dependent errors under correlated groups ⋮ Time-varying minimum variance portfolio ⋮ Consistency of binary segmentation for multiple change-point estimation with functional data

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