Beschreibung:
<jats:title>Abstract</jats:title>
<jats:p>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.</jats:p>