High-dimensional two-sample covariance matrix testing via super-diagonals (Q4558607)
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: High-dimensional two-sample covariance matrix testing via super-diagonals |
scientific article; zbMATH DE number 6983075
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | High-dimensional two-sample covariance matrix testing via super-diagonals |
scientific article; zbMATH DE number 6983075 |
Statements
HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS (English)
0 references
22 November 2018
0 references
high dimensional test
0 references
multiple test
0 references
sparse alternative
0 references
two-sample test for covariance matrices
0 references
covariance matrix
0 references
0.8635660409927368
0 references
0.857075572013855
0 references
0.855597734451294
0 references
0.8514534831047058
0 references
0.848943293094635
0 references