A new method for multi-sample high-dimensional covariance matrices test based on permutation
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Cites work
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- Approximation Theorems of Mathematical Statistics
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- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality
- Testing hypotheses about covariance matrices using bootstrap methods
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Tests for covariance matrices in high dimension with less sample size
- Tests for high-dimensional covariance matrices
- The control of the false discovery rate in multiple testing under dependency.
- Two sample tests for high-dimensional covariance matrices
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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