Empirical likelihood test for the equality of several high-dimensional covariance matrices

Guili Liao; Liang Peng; Rongmao Zhang

doi:10.1007/s11425-019-1688-1

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Empirical likelihood test for the equality of several high-dimensional covariance matrices

Guili Liao Liang Peng Rongmao Zhang

Year: 2021 Journal: Science China Mathematics Vol: 64 (12)Pages: 2775-2792 Publisher: Springer Nature

DOI: 10.1007/s11425-019-1688-1

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Keywords:

Mathematics Covariance Dimension (graph theory) Covariance matrix Empirical likelihood Estimation of covariance matrices Applied mathematics Analysis of covariance Statistical hypothesis testing Likelihood-ratio test Statistics Covariance function Combinatorics

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Random Matrices and Applications

Physical Sciences → Mathematics → Statistics and Probability

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Empirical likelihood test for the equality of several high-dimensional covariance matrices

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