A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for the equality of covariance matrices when the dimension is large relative to the sample sizes |
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Statements
51
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12
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6535-6542
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August 2007
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2 June 2009
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A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (English)
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equal covariance matrices
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high-dimensional data
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singular sample covariance matrix
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