Homogeneity Test of Multi-Sample Covariance Matrices in High Dimensions
نویسندگان
چکیده
In this paper, a new test statistic based on the weighted Frobenius norm of covariance matrices is proposed to homogeneity multi-group population matrices. The asymptotic distributions under null and alternative hypotheses are derived, respectively. Simulation results show that procedure tends outperform some existing procedures.
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ژورنال
عنوان ژورنال: Mathematics
سال: 2022
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math10224339