Tests for high-dimensional covariance matrices
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Publication:3387058
DOI10.1142/S2010326320500094zbMath1456.62098MaRDI QIDQ3387058
Jing Chen, Shurong Zheng, Bai-Sen Liu, Xiao-yi Wang, Ning-Zhong Shi
Publication date: 12 January 2021
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)
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