Testing proportionality of two large-dimensional covariance matrices
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Publication:1623621
DOI10.1016/j.csda.2014.03.014zbMath1506.62197OpenAlexW2076304629MaRDI QIDQ1623621
Lin Xu, Shurong Zheng, Shaokun Bao, Bai-Sen Liu
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.03.014
likelihood ratio testlimiting spectral distributionproportionalitylarge-dimensional datarandom F-matrices
Computational methods for problems pertaining to statistics (62-08) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Random matrices (probabilistic aspects) (60B20)
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