Robust tests of the equality of two high-dimensional covariance matrices

DOI10.1080/03610926.2020.1788085MaRDI QIDQ5081046zbMATH OpenOpenAlexFDO

Authors Xue-Min Zi, Hui Chen

Publication date 1 June 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2020.1788085

zbMATH Keywords

asymptotic normalityhigh-dimensional datanonparametric methodrobustnessspatial sign

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices

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