NONE 20260429114442234 wseas/wseas content-registration-form+ja@crossref.org content-registration-form WSEAS TRANSACTIONS ON MATHEMATICS 1109-2769 2224-2880 Saowapa Chaipitak Department of Statistics, Faculty of Science, Kasetsart University, Bangkok 10900, THAILAND This paper introduces a new test for the homogeneity of several covariance matrices in high-dimensional data under the p-variate normal distribution. The test is constructed using U-statistic-based estimators to evaluate differences among covariance matrices, and applies an inverse-variance-weighted method to quantify the relative importance of these estimators. Its distribution under the null hypothesis is derived and follows a chi-square distribution as the dimension and sample sizes increase. Simulation results indicate that the test controls the Type I error rate better than three existing methods and achieves high power. 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