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

DOI10.5705/SS.202017.0213zbMATH Open1406.62058OpenAlexW2792261071MaRDI QIDQ4558607FDOQ4558607

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

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• Two sample tests for high-dimensional covariance matrices
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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cited In (5)

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• Testing super-diagonal structure in high dimensional covariance matrices
• Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
• Testing the equality of multiple high-dimensional covariance matrices
• Test for high dimensional covariance matrices

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