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标志的高维白噪声检验过程。我们建立了极限空值分布，并在某些特殊的备择假设下给出了我们的测试的渐近相对效率，与冯等人（2022）提出的测试相比。模拟研究也展示了我们的测试对于重尾分布的效率和健壮性。