Testing homogeneity of high-dimensional covariance matrices

DOI10.5705/ss.202017.0275zbMath1444.62074OpenAlexW2810770285MaRDI QIDQ5220357

Shurong Zheng, Guosheng Yin, Ruitao Lin, Jian-hua Guo

Publication date: 16 March 2020

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f6ae288cc3257e755e41ca4e2b568e8ef77add13

zbMATH Keywords

asymptotic normalityhomogeneity testhigh-dimensional covariance matrixpower enhancementmulti-sample comparison

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

Empirical likelihood test for the equality of several high-dimensional covariance matrices ⋮ Testing the equality of multiple high-dimensional covariance matrices ⋮ Use of Random Integration to Test Equality of High Dimensional Covariance Matrices ⋮ Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices ⋮ Two-sample tests for high-dimensional covariance matrices using both difference and ratio

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