DOI10.1016/j.spl.2018.10.008zbMath1407.62203MaRDI QIDQ1726809
Xianqiang Yang
Publication date: 20 February 2019 Published in: Statistics \& Probability Letters (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/j.spl.2018.10.008
zbMATH Keywords
covariance matrix; high-dimension; mean vector; simultaneous test; non-Gaussian distribution; RMT
Mathematics Subject Classification ID
62H10: Multivariate distribution of statistics
62H15: Hypothesis testing in multivariate analysis