Tests for high-dimensional covariance matrices

Chen, J; Wang, XY; Zheng, SR; Liu, BS; Shi, NZ

Shi, NZ (corresponding author), Northeast Normal Univ, KLAS, Changchun, Peoples R China.; Shi, NZ (corresponding author), Northeast Normal Univ, Sch Math & Stat, Changchun, Peoples R China.; Liu, BS (corresponding author), Dongbei Univ Finance & Econ, Sch Stat, Dalian, Peoples R China.

RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (3):

Abstract

In this paper, we propose some new tests for high-dimensional covariance matrices that are applicable to generally distributed populations with finite......

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