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math.ST2014
On testing the equality of high dimensional mean vectors with unequal covariance matrices
Jiang Hu, Zhidong Bai, Chen Wang +1
In this article, we focus on the problem of testing the equality of several high dimensional mean vectors with unequal covariance matrices. This is one of the most important proble…
math.ST2014★ 1 cited
A Note on the Limiting Spectral Distribution of a Symmetrized Auto-Cross Covariance Matrix
Zhidong Bai, Chen Wang
In Jin et al. (2014), the limiting spectral distribution (LSD) of a symmetrized auto-cross covariance matrix is derived using matrix manipulation, with finite -th moment ass…