Two-sample test for high-dimensional covariance matrices: a normal-reference approach

DOI10.1016/J.JMVA.2024.105354MaRDI QIDQ6615372zbMATH OpenFDO

Authors Jingyi Wang, Tianming Zhu, Jin-Ting Zhang

Publication date 8 October 2024

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2024.105354

zbMATH Keywords

chi-squared-type mixturesKronecker operatorthree-cumulant matched chi-squared-approximation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Cites work

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Cited in

(2)

• Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings
• Correlation tests for high-dimensional data under the strongly spiked eigenvalue model

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