Empirical likelihood test for the equality of several high-dimensional covariance matrices

DOI10.1007/s11425-019-1688-1zbMath1493.62283OpenAlexW3146628045MaRDI QIDQ824242

Liang Peng, Gui Li Liao, Rong Mao Zhang

Publication date: 14 December 2021

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-019-1688-1

zbMATH Keywords

covariance matrixhigh-dimensional dataempirical likelihood test\(\chi^2\)-distribution

Mathematics Subject Classification ID

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

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