Robust tests of the equality of two high-dimensional covariance matrices
Sign Up to like & getrecommendations! Published in 2020 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2020.1788085
Abstract: Abstract It is of great importance in both theory and application to test the equality of two covariance matrices and . This article proposes a new robust test based on spatial sign statistic regarding in… read more here.
Keywords: robust tests; high dimensional; covariance matrices; tests equality ... See more keywords
Tests for equality of several mean vector functions for multivariate functional data with applications
Sign Up to like & getrecommendations! Published in 2024 at "Journal of Nonparametric Statistics"
DOI: 10.1080/10485252.2024.2396361
Abstract: In various scientific and technological fields, it is common to encounter multivariate functional data, where continuous vector functions for statistical units are observed over a specific interval. This paper aims to investigate the equality of… read more here.
Keywords: mean vector; vector functions; tests equality; multivariate functional ... See more keywords
Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
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DOI: 10.1214/24-ejs2287
Abstract: This paper proposes procedures for testing the equality hypothesis and the proportionality hypothesis involving a large number of $q$ covariance matrices of dimension $p\times p$. Under a limiting scheme where $p$, $q$ and the sample… read more here.
Keywords: proportionality; sample tests; covariance; tests equality ... See more keywords