Multi-sample test for high-dimensional covariance matrices

Chao Zhang, Zhidong Bai, Jiang Hu and Chen Wang

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 13, 3161-3177

Abstract: In this paper, we propose a new test statistic for testing the equality of high-dimensional covariance matrices for multiple populations. The proposed test statistic generalizes the test of the equality of two population covariance matrices proposed by Li and Chen (2012).

Date: 2018
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2017.1350272 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:13:p:3161-3177

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2017.1350272

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().