Two sample tests for high-dimensional covariance matrices (Q150754): Difference between revisions
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scientific article; zbMATH DE number 6073780 | |||||||||||||||
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29 August 2012
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Property / author: Jun Li / rank | |||||||||||||||
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Property / author: Song Xi Chen / rank | |||||||||||||||
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Property / DOI: 10.1214/12-aos993 / rank | |||||||||||||||
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Two sample tests for high-dimensional covariance matrices (English) | |||||||||||||||
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Property / zbMATH Open document ID: 1274.62383 / rank | |||||||||||||||
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Property / published in: The Annals of Statistics / rank | |||||||||||||||
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Property / full work available at URL: https://arxiv.org/abs/1206.0917 / rank | |||||||||||||||
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Property / full work available at URL: https://projecteuclid.org/euclid.aos/1338515142 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62H15 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62G10 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||||||||||||||
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Property / zbMATH DE Number: 6073780 / rank | |||||||||||||||
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high-dimensional covariance | |||||||||||||||
Property / zbMATH Keywords: high-dimensional covariance / rank | |||||||||||||||
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large \(p\), small \(n\) | |||||||||||||||
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likelihood ratio test | |||||||||||||||
Property / zbMATH Keywords: likelihood ratio test / rank | |||||||||||||||
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testing for gene-sets | |||||||||||||||
Property / zbMATH Keywords: testing for gene-sets / rank | |||||||||||||||
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links / mardi / name | links / mardi / name | ||||||||||||||
Revision as of 08:34, 29 April 2024
scientific article; zbMATH DE number 6073780
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English | Two sample tests for high-dimensional covariance matrices |
scientific article; zbMATH DE number 6073780 |
Statements
5 June 2012
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29 August 2012
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math.ST
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stat.TH
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Two sample tests for high-dimensional covariance matrices (English)
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high-dimensional covariance
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large \(p\), small \(n\)
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likelihood ratio test
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testing for gene-sets
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