GLHT for High-Dimensional Covariance Matrices: A Normal-Reference Approach
高维协方差矩阵的一般线性假设检验:正态参照方法
Statistical inference for high-dimensional data is increasingly essential due to the prevalence of big data. While recent advancements have improved testing linear hypotheses for high-dimensional mean vectors, exploration of testing linear hypotheses for high-dimensional covariance matrices remains limited. This article focuses on a general linear hypothesis testing (GLHT) problem for high-dimensional covariance matrices, encompassing various specific cases such as testing…