A spatial-sign based test procedure is proposed for high dimensional white noise test in this paper. We establish the limit null distribution and give the asymptotical relative efficient of our test with respect to the test proposed by Feng et al. (2022) under some special alternative hypothesis. Simulation studies also demonstrate the efficiency and robustness of our test for heavy-tailed distributions.

翻译：本文提出了一种基于空间符号的高维白噪声检验方法。我们建立了极限零分布，并在某些特殊备择假设下给出了该方法相对于Feng等人（2022）所提检验的渐近相对效率。模拟研究也证明了我们的检验在重尾分布下的有效性和稳健性。