Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
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Publication:2301119
DOI10.1016/j.jspi.2020.01.002zbMath1437.62204arXiv2001.00397OpenAlexW3000531432MaRDI QIDQ2301119
Qiuyan Zhang, Jiang Hu, Zhi-Dong Bai
Publication date: 28 February 2020
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.00397
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