Block-diagonal test for high-dimensional covariance matrices

DOI10.1007/s11749-022-00842-xzbMath1516.62058OpenAlexW4312142134MaRDI QIDQ6169925

Jiayu Lai, Xiao-yi Wang, Shurong Zheng, Kaige Zhao

Publication date: 12 July 2023

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-022-00842-x

zbMATH Keywords

block-diagonal structureU-statistichigh-dimensional covariance matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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