Testing the equality of two high-dimensional spatial sign covariance matrices
DOI10.1111/SJOS.12350zbMATH Open1418.62239OpenAlexW2887831088MaRDI QIDQ4629282FDOQ4629282
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
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- Testing proportionality of two large-dimensional covariance matrices
Cited In (13)
- Two sample tests for high-dimensional autocovariances
- A high dimensional nonparametric test for proportional covariance matrices
- A simpler spatial-sign-based two-sample test for high-dimensional data
- Title not available (Why is that?)
- Multivariate sign-based high-dimensional tests for sphericity
- Homogeneity tests of covariance for high-dimensional functional data with applications to event segmentation
- On the eigenvectors of large-dimensional sample spatial sign covariance matrices
- Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
- Online bootstrap inference for the geometric median
- An inverse norm weight spatial sign test for high-dimensional directional data
- Pythagorean generalization of testing the equality of two symmetric positive definite matrices
- Tests for proportionality of matrices with large dimension
- High-dimensional proportionality test of two covariance matrices and its application to gene expression data
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