# A general method for power analysis in testing high dimensional covariance matrices

@inproceedings{Han2021AGM, title={A general method for power analysis in testing high dimensional covariance matrices}, author={Qiyang Han and Tiefeng Jiang and Yandi Shen}, year={2021} }

Covariance matrix testing for high dimensional data is a fundamental problem. A large class of covariance test statistics based on certain averaged spectral statistics of the sample covariance matrix are known to obey central limit theorems under the null. However, precise understanding for the power behavior of the corresponding tests under general alternatives remains largely unknown. This paper develops a general method for analyzing the power behavior of covariance test statistics via… Expand

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