Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices

DOI10.1214/24-ejs2287MaRDI QIDQ6635581

Tianxing Mei, Jian-feng Yao, Chen Wang

Publication date: 12 November 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

hypothesis testingmultivariate analysis\(U\)-statisticslarge covariance matrixtransposable dataequality hypothesismany-sample testproportionality hypothesis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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