Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices (Q2414482)
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scientific article; zbMATH DE number 7056142
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| English | Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices |
scientific article; zbMATH DE number 7056142 |
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Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices (English)
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17 May 2019
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likelihood ratio test
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high-dimensional data
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hypothesis testing
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random matrix theory
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0.8496569395065308
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0.8300923705101013
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0.829520583152771
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0.8254088163375854
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