High-dimensional two-sample covariance matrix testing via super-diagonals

DOI10.5705/SS.202017.0213MaRDI QIDQ4558607zbMATH OpenOpenAlexFDO

Authors Jing (Selena) He, Song Xi Chen

Publication date 22 November 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202017.0213

zbMATH Keywords

covariance matrixhigh dimensional testmultiple testsparse alternativetwo-sample test for covariance matrices

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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(8)

• Test for high dimensional covariance matrices
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio
• Testing the equality of multiple high-dimensional covariance matrices
• Testing super-diagonal structure in high dimensional covariance matrices
• Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
• Two Sample Test for Covariance Matrices in Ultra-High Dimension
• Bayesian optimal two-sample tests for high-dimensional Gaussian populations
• Title not available (Why is no real title available?)

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