Two sample tests for high-dimensional covariance matrices (Q150754)

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scientific article; zbMATH DE number 6073780
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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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