Testing block-diagonal covariance structure for high-dimensional data under non-normality

Yuki Yamada, Masashi Hyodo, Takahiro Nishiyama. Testing block-diagonal covariance structure for high-dimensional data under non-normality. J. Multivariate Analysis, 155:305-316, 2017. [doi]

@article{YamadaHN17,
  title = {Testing block-diagonal covariance structure for high-dimensional data under non-normality},
  author = {Yuki Yamada and Masashi Hyodo and Takahiro Nishiyama},
  year = {2017},
  doi = {10.1016/j.jmva.2016.12.009},
  url = {http://dx.doi.org/10.1016/j.jmva.2016.12.009},
  researchr = {https://researchr.org/publication/YamadaHN17},
  cites = {0},
  citedby = {0},
  journal = {J. Multivariate Analysis},
  volume = {155},
  pages = {305-316},
}