Likelihood ratio tests for covariance matrices of high-dimensional normal distributions (Q433736)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6053534
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Likelihood ratio tests for covariance matrices of high-dimensional normal distributions |
scientific article; zbMATH DE number 6053534 |
Statements
Likelihood ratio tests for covariance matrices of high-dimensional normal distributions (English)
0 references
6 July 2012
0 references
high-dimensional data
0 references
Selberg integral
0 references
gamma function
0 references
0 references
0.8631664514541626
0 references
0.8361620306968689
0 references
0.8333351612091064
0 references
0.8331900835037231
0 references
