A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix |
scientific article |
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
