A new test for the proportionality of two large-dimensional covariance matrices
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Publication:406556
DOI10.1016/j.jmva.2014.06.008zbMath1299.62043OpenAlexW2064633615MaRDI QIDQ406556
Shurong Zheng, Guo-Liang Tian, Lin Xu, Bai-Sen Liu
Publication date: 8 September 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.06.008
hypothesis testingcovariance matrixlimiting spectral distributionproportionalitylarge-dimensional datarandom \(F\)-matrices
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