A Comparative Study of Two-Sample Tests for High-Dimensional Covariance Matrices
A Comparative Study of Two-Sample Tests for High-Dimensional Covariance Matrices
The equality of covariance matrices is an essential assumption in means and discriminant analyses for high-dimensional data. The performance of tests for covariance matrices may vary substantially depending on the covariance structure, so using inappropriate methods to verify the assumption will result in worse performance. The purpose of this study …