A review of 20 years of naive tests of significance for high-dimensional   mean vectors and covariance matrices
  In this paper, we will introduce the so called naive tests and give a brief review on the newly development. Naive testing methods are easy to understand and performs robust especially when the dimension is large. In this paper, we mainly focus on reviewing some naive testing methods for the mean vectors and covariance matrices of high dimensional populations and believe this naive test idea can be wildly used in many other testing problems. 
Jiang Hu and Zhidong Bai
math.ST stat.TH