Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration

Tao Zhang, Zhiwen Wang and Yanling Wan ()
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Tao Zhang: Guangxi University of Science and Technology
Zhiwen Wang: Guangxi University of Science and Technology
Yanling Wan: Guangxi University of Science and Technology

Statistical Papers, 2021, vol. 62, issue 3, No 7, 1213-1230

Abstract: Abstract In this paper, we present a novel method to test equality of covariance matrices of two high-dimensional samples. The methodology applies the idea of functional data analysis into high-dimensional data study. Asymptotic results of the proposed method are established. Some simulation studies are conducted to investigate the finite sample performance of the proposed method. We illustrate our testing procedures on a mitochondrial calcium concentration data for testing equality of covariance matrices.

Keywords: High-dimensional data; Functional data analysis; Significance test; Covariance matrix (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00362-019-01133-8

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