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5. High dimensional two-sample covariance matrix testing via super-diagonals

High dimensional two-sample covariance matrix testing via super-diagonals

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：hhtui

【摘 要】

：

We considered testing for two-sample covariance matrices of high dimensional populations.We formulate a multiple test procedure by comparing the super-diagonals of the covariance matrices.

【作 者】

：

Jing He Song Xi Chen 

【机 构】

：

Southwestern University of Finance and Economics,611130,China

【出 处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

High dimensional test Two-sample test Covariance matrix Sparse alternative Multi 

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　　We considered testing for two-sample covariance matrices of high dimensional populations.We formulate a multiple test procedure by comparing the super-diagonals of the covariance matrices.

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