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

DOI10.1111/SJOS.12350MaRDI QIDQ4629282zbMATHOpenAlexFDO

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

high dimensionelliptically symmetric distributionspatial 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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• Proportionaliy of covariance matrices
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• Testing Proportionality of Covariance Matrices
• Testing proportionality of two large-dimensional covariance matrices
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Cited in

(13)

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

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