Testing the equality of multiple high-dimensional covariance matrices
From MaRDI portal
Publication:2674609
DOI10.1016/j.rinam.2022.100316zbMath1503.62052OpenAlexW4288050169WikidataQ114135803 ScholiaQ114135803MaRDI QIDQ2674609
Publication date: 14 September 2022
Published in: Results in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.rinam.2022.100316
Cites Work
- Unnamed Item
- Unnamed Item
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- Two sample tests for high-dimensional covariance matrices
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Tests for covariance matrices in high dimension with less sample size
- HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS
- A Variance Equality Test for Two Correlated Complex Gaussian Variables With Application to Spectral Power Comparison
- On Multiple Covariance Equality Testing with Application to SAR Change Detection
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Multi-sample test for high-dimensional covariance matrices
- Testing homogeneity of high-dimensional covariance matrices
- Multivariate Statistics