Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing high dimensional covariance matrices via posterior Bayes factor |
scientific article |
Statements
Testing high dimensional covariance matrices via posterior Bayes factor (English)
0 references
12 March 2021
0 references
central limit theorem
0 references
high-dimensional covariance matrix
0 references
identity test
0 references
posterior Bayes factor
0 references
sphericity test
0 references
0 references
0 references
0 references
0 references
0 references
0 references
