Testing the equality of multiple high-dimensional covariance matrices

Jieqiong Shen

doi:10.1016/j.rinam.2022.100316

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Testing the equality of multiple high-dimensional covariance matrices

Jieqiong Shen

Year: 2022 Journal: Results in Applied Mathematics Vol: 15 Pages: 100316-100316 Publisher: Elsevier BV

DOI: 10.1016/j.rinam.2022.100316

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Keywords:

Homogeneity (statistics) Covariance Multivariate statistics High dimensional Estimation of covariance matrices Chen Mathematics Sample (material) Covariance matrix Test (biology) Computer science Statistics Applied mathematics Artificial intelligence Chemistry Biology Chromatography

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Testing the equality of multiple high-dimensional covariance matrices

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