Testing the equality of two high-dimensional spatial sign covariance matrices

DOI10.1111/SJOS.12350MaRDI QIDQ4629282zbMATH OpenOpenAlexFDO

Authors Guanghui Cheng, Baisen Liu, Liuhua Peng, Baoxue Zhang, Shurong Zheng

Publication date 21 March 2019

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12350

zbMATH Keywords

elliptically symmetric distributionhigh dimensionspatial sign covariance matrix

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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Cited in

(15)

• Pythagorean generalization of testing the equality of two symmetric positive definite matrices
• A high dimensional nonparametric test for proportional covariance matrices
• An inverse norm weight spatial sign test for high-dimensional directional data
• Tests for proportionality of matrices with large dimension
• On the eigenvectors of large-dimensional sample spatial sign covariance matrices
• Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
• A simpler spatial-sign-based two-sample test for high-dimensional data
• scientific article; zbMATH DE number 1894281 (Why is no real title available?)
• Multivariate sign-based high-dimensional tests for sphericity
• High-dimensional proportionality test of two covariance matrices and its application to gene expression data
• Homogeneity tests of covariance for high-dimensional functional data with applications to event segmentation
• Online bootstrap inference for the geometric median
• The asymptotic properties of the one-sample spatial rank methods
• Infinitely resizable urn models
• Two sample tests for high-dimensional autocovariances

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