Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model

DOI10.1016/j.jspi.2019.02.002zbMath1432.62168OpenAlexW2911642248MaRDI QIDQ2317309

Makoto Aoshima, Aki Ishii, Kazuyoshi Yata

Publication date: 9 August 2019

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://tsukuba.repo.nii.ac.jp/record/51898/files/JSPI_202.pdf

zbMATH Keywords

two-sample testHDLSSnoise-reduction methodologylarge \(p\) small \(n\)SSE model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15)

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