Testing diagonality of high-dimensional covariance matrix under non-normality (Q5106997)
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scientific article; zbMATH DE number 7192117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing diagonality of high-dimensional covariance matrix under non-normality |
scientific article; zbMATH DE number 7192117 |
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Testing diagonality of high-dimensional covariance matrix under non-normality (English)
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22 April 2020
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diagonality test
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high-dimensional data
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multivariate analysis
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