Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
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Cites work
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- A two-sample test for high-dimensional data with applications to gene-set testing
- Asymptotically independent U-statistics in high-dimensional testing
- Ball divergence: nonparametric two sample test
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices
- High-dimensional multivariate realized volatility estimation
- High-dimensional two-sample covariance matrix testing via super-diagonals
- Homogeneity tests of covariance matrices with high-dimensional longitudinal data
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- Likelihood ratio tests for high-dimensional normal distributions
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Projection correlation between two random vectors
- Robust multivariate nonparametric tests via projection averaging
- Test for high dimensional covariance matrices
- Test for high-dimensional correlation matrices
- Testing high-dimensional covariance matrices, with application to detecting schizophrenia risk genes
- Testing homogeneity of high-dimensional covariance matrices
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Tests for high-dimensional covariance matrices
- Two sample tests for high-dimensional covariance matrices
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Two-sample test in high dimensions through random selection
Cited in
(5)- A two-sample test for high-dimensional mean vectors via double verification
- Robust feature screening via Grothendieck's correlation with FDR control
- Double verification for two-sample covariance matrices test
- Distribution-free robust independence test for high-dimensional data via semi-Grothendieck's covariance
- Robust independence test of functional variables via Gupta angle covariance
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