A new test for the proportionality of two large-dimensional covariance matrices (Q406556): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 04:32, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new test for the proportionality of two large-dimensional covariance matrices |
scientific article |
Statements
A new test for the proportionality of two large-dimensional covariance matrices (English)
0 references
8 September 2014
0 references
covariance matrix
0 references
large-dimensional data
0 references
hypothesis testing
0 references
limiting spectral distribution
0 references
proportionality
0 references
random \(F\)-matrices
0 references