A nonparametric test for block-diagonal covariance structure in high dimension and small samples
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Cites work
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Cited in
(6)- High-dimensional tests for mean vector: approaches without estimating the mean vector directly
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Testing simultaneously different covariance block diagonal structures -- the multi-sample case
- Testing block‐diagonal covariance structure for high‐dimensional data
- Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
- Block-diagonal test for high-dimensional covariance matrices
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