Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483): Difference between revisions
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Property / cites work: A test for the equality of covariance matrices when the dimension is large relative to the sample sizes / rank | |||
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Property / cites work: Multivariate Theory for Analyzing High Dimensional Data / rank | |||
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Property / cites work: Singular Wishart and multivariate beta distributions / rank | |||
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Property / cites work: Q3854462 / rank | |||
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Property / cites work: A well-conditioned estimator for large-dimensional covariance matrices / rank | |||
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Latest revision as of 19:49, 2 July 2024
scientific article
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English | Testing the equality of several covariance matrices with fewer observations than the dimension |
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Testing the equality of several covariance matrices with fewer observations than the dimension (English)
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5 May 2010
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comparison of powers
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equality of several covariance matrices
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equality of two covariances
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high-dimensional data
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normality
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sample size smaller than the dimension
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