A note on tests for high-dimensional covariance matrices (Q310639)
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scientific article; zbMATH DE number 6625420
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| English | A note on tests for high-dimensional covariance matrices |
scientific article; zbMATH DE number 6625420 |
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A note on tests for high-dimensional covariance matrices (English)
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8 September 2016
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high dimension
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identity test
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sphericity test
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0.8941758871078491
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0.882985532283783
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0.879978597164154
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0.8742834329605103
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