On testing sphericity and identity of a covariance matrix with large dimensions (Q324615): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:59, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On testing sphericity and identity of a covariance matrix with large dimensions |
scientific article |
Statements
On testing sphericity and identity of a covariance matrix with large dimensions (English)
0 references
17 October 2016
0 references
covariance testing
0 references
high-dimensional inference
0 references
non-normality
0 references
