Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119)
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scientific article; zbMATH DE number 7175921
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| English | Modified Pillai's trace statistics for two high-dimensional sample covariance matrices |
scientific article; zbMATH DE number 7175921 |
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Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (English)
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28 February 2020
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high-dimensional test
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Pillai's trace statistics
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beta matrices
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LSS
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CLT
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0.829201877117157
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0.8246780037879944
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0.8245626091957092
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0.8189602494239807
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