Homogeneity tests of covariance matrices with high-dimensional longitudinal data

DOI10.1093/BIOMET/ASZ011MaRDI QIDQ5859767zbMATH OpenOpenAlexWikidataFDO

Authors Ping-Shou Zhong, Shawn Santo, Runze Li

Publication date 20 April 2021

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6690172

zbMATH Keywords

high-dimensional datahomogeneity testlongitudinal dataspatial and temporal dependence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Inference from spatial processes (62M30) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(14)

• Consistency of binary segmentation for multiple change-point estimation with functional data
• Multivariate analysis of variance and change points estimation for high-dimensional longitudinal data
• Testing constancy of conditional variance in high dimension
• Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
• Break point detection for functional covariance
• Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
• Homogeneity tests for one-way models with dependent errors under correlated groups
• Time-varying minimum variance portfolio
• Homogeneity tests of covariance for high-dimensional functional data with applications to event segmentation
• Mean and covariance estimation for discretely observed high-dimensional functional data: rates of convergence and division of observational regimes
• A flexible and parsimonious modelling strategy for clustered data analysis
• A robust and powerful metric for distributional homogeneity
• Testing the equality of distributions using integrated maximum mean discrepancy
• A New Approach for Homogeneity Pursuit in Short Panel Data Analysis

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