Testing proportionality of two high-dimensional covariance matrices (Q2189603)
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scientific article; zbMATH DE number 7212323
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| English | Testing proportionality of two high-dimensional covariance matrices |
scientific article; zbMATH DE number 7212323 |
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Testing proportionality of two high-dimensional covariance matrices (English)
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16 June 2020
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covariance matrices
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dense alternatives
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high-dimensional inference
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proportionality test
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sparse alternatives
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0.9179955124855042
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0.9098700284957886
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0.8838291168212891
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0.8755713105201721
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0.8648931980133057
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