Two-sample tests for high-dimensional covariance matrices using both difference and ratio
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Cites work
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
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- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
Cited in
(7)- Two sample tests for high-dimensional autocovariances
- High-dimensional two-sample covariance matrix testing via super-diagonals
- scientific article; zbMATH DE number 1894281 (Why is no real title available?)
- The ratio-consistent estimators of covariance matrices in high-dimensional data
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
- Testing high-dimensional covariance matrices, with application to detecting schizophrenia risk genes
- Two sample tests for high-dimensional covariance matrices
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