A high dimensional nonparametric test for proportional covariance matrices

DOI10.1016/J.JMVA.2021.104762zbMATH Open1467.62101OpenAlexW3158224581MaRDI QIDQ2034477FDOQ2034477

Yan Tian, Kai Xu, Daojiang He

Publication date: 22 June 2021

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104762

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zbMATH Keywords

nonparametric testlarge \(p\)small \(n\)proportional covariance model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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Cited In (4)

• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
• Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
• Projection tests for high-dimensional spiked covariance matrices
• A high-dimensional test for the k-sample Behrens–Fisher problem

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