论文标题
在非正态下进行固定过程的几个高维协方差矩阵的均匀性测试
Homogeneity Test of Several High-Dimensional Covariance Matrices for Stationary Processes under Non-normality
论文作者
论文摘要
本文提出了一项同质性测试，用于测试几个高维协方差矩阵的平等，以忽略正态性的假设，以实现固定过程。我们给出了拟议测试的渐近分布。模拟说明了所提出的测试具有完美的性能。此外，测试的功率可以在一组协方差矩阵上统一接近任何高概率。
This article presents a homogeneity test for testing the equality of several high-dimensional covariance matrices for stationary processes with ignoring the assumption of normality. We give the asymptotic distribution of the proposed test. The simulation illustrates that the proposed test has perfect performance. Moreover, the power of the test can approach any high probability uniformly on a set of covariance matrices.
