English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

In this paper, we consider testing homogeneity of two high-dimensional covariance matrices without the normality assumption. The test statistic is constructed by the standard U-statistics. Furthermore, the asymptotic distribution of the test statistic is derived under some mild assumptions. Simulations show that the proposed test performs well and better in several cases than some existing tests.

On testing homogeneity of two covariance matrices with nonnormal data