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Testing the equality of two covariance matrices for non-normal high-dimensional data

Shen, JQ

Shen, JQ (corresponding author), Ningbo Tech Univ, Sch Comp & Data Engn, Ningbo 315100, Peoples R China.; Shen, JQ (corresponding author), Sichuan Univ, Coll Math, Chengdu 610064, Peoples R China.

ITALIAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2020; (44): 846

Abstract

This paper focuses on testing the equality of two high-dimensional covariance matrices without the normality assumption. Two new test statistics are p......

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