Test of the Equality of Several High-Dimensional Covariance Matrices: A Normal-Reference Approach
As the field of big data continues to evolve, there is an increasing necessity to evaluate the equality of multiple high-dimensional covariance matrices. Many existing methods rely on approximations to the null distribution of the test statistic or its extreme-value distributions under stringent con...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-01-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/2/295 |
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