A new test for the proportionality of two large-dimensional covariance matrices (Q406556): Difference between revisions
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Revision as of 19:19, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new test for the proportionality of two large-dimensional covariance matrices |
scientific article |
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A new test for the proportionality of two large-dimensional covariance matrices (English)
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8 September 2014
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covariance matrix
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large-dimensional data
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hypothesis testing
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limiting spectral distribution
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proportionality
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random \(F\)-matrices
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