HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS
HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS
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DOI：
10.5705/ss.202017.0213
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发表时间：
2018
影响因子：
1.4
通讯作者：
Jing He;Songxi Chen
中科院分区：
文献类型：
--
作者：
Jing He;Songxi Chen
在这份补充文件中，我们首先提供一些技术引理，这些引理将用于主要命题和定理的证明。其次，我们给出了命题12和定理12的证明。在本补充说明书中，不依赖于n和p的常数用C、C1、C2、..表示。. ..最后，我们提供了更多的模拟结果，所提出的测试方法与Benjamini和Hochberg（1995）的程序和伽玛分布的数据。
In this supplement document, we first provide some technical lemmas which will be used in the proofs of the main propositions and theorems. Next, we provide the proofs for Proposition 1 2 and Theorems 1 2. Throughout this supplement, constants which do not depend on n and p are denoted by C,C1, C2, . . .. At last, We provide more simulation results of the proposed test method with the Benjamini and Hochberg (1995) procedure and for the Gamma distributed data.