A new test for the proportionality of two large-dimensional covariance matrices (Q406556): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2014.06.008
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+W2064633615
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Proportionaliy of covariance matrices
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+Testing Proportionality of Covariance Matrices
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+A new test for sphericity of the covariance matrix for high dimensional data
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+Proportionality of k covariance matrices
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