A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039)
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scientific article; zbMATH DE number 5560127
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| English | A test for the equality of covariance matrices when the dimension is large relative to the sample sizes |
scientific article; zbMATH DE number 5560127 |
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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0.8972407579421997
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0.8849462270736694
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0.88299161195755
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0.8825296759605408
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James R. Schott
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