A nonparametric test for block-diagonal covariance structure in high dimension and small samples

DOI10.1016/j.jmva.2019.05.001zbMath1473.62190WikidataQ127848012 ScholiaQ127848012MaRDI QIDQ2274963

Kai Xu, Xinxin Hao

Publication date: 1 October 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2019.05.001

zbMATH Keywords

high dimension; scalar transform invariant test; correlation testing

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

Related Items

Block-diagonal test for high-dimensional covariance matrices, High-dimensional tests for mean vector: approaches without estimating the mean vector directly

Uses Software

• MIM

Cites Work

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