Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483)
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scientific article; zbMATH DE number 5703999
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| English | Testing the equality of several covariance matrices with fewer observations than the dimension |
scientific article; zbMATH DE number 5703999 |
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Testing the equality of several covariance matrices with fewer observations than the dimension (English)
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5 May 2010
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comparison of powers
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equality of several covariance matrices
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equality of two covariances
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high-dimensional data
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normality
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sample size smaller than the dimension
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0.8831050395965576
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0.8821061849594116
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0.8715766668319702
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0.8510178923606873
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0.8431135416030884
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