Testing the equality of two high-dimensional spatial sign covariance matrices

Cheng, GH; Liu, BS; Peng, LH; Zhang, BX; Zheng, SR

Zhang, BX (reprint author), Capital Univ Econ & Business, Sch Stat, Beijing, Peoples R China.; Zheng, SR (reprint author), Northeast Normal Univ, KLAS, Changchun, Jilin, Peoples R China.; Zheng, SR (reprint author), Northeast Normal Univ, Sch Math & Stat,

SCANDINAVIAN JOURNAL OF STATISTICS, 2019; 46 (1): 257

Abstract

This paper is concerned with testing the equality of two high-dimensional spatial sign covariance matrices with applications to testing the proportion......

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