Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices

DOI10.1080/01621459.2022.2126781arXiv2006.00426OpenAlexW3028980443MaRDI QIDQ6154010

Lingzhou Xue, Danning Li, Xiufan Yu

Publication date: 19 March 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.00426

zbMATH Keywords

high-dimensional inferenceFisher's methodpower enhancementjoint limiting lawlarge covariance structureLyapunov-type bound

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Use of Random Integration to Test Equality of High Dimensional Covariance Matrices

Cites Work

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