A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix |
scientific article; zbMATH DE number 5020687
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix |
scientific article; zbMATH DE number 5020687 |
Statements
A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (English)
0 references
28 April 2006
0 references
Principal components analysis
0 references
Sums of eigenvalues
0 references
0 references
0.95128894
0 references
0.92818147
0 references
0.9277625
0 references
0.9275546
0 references
0.9270087
0 references
0.92212707
0 references
0.9163721
0 references
0.91591907
0 references
0 references
0 references
