Tests for High-Dimensional Covariance Matrices

DOI10.1198/jasa.2010.tm09560zbMath1321.62086OpenAlexW1990137378MaRDI QIDQ5255311

Lixin Zhang, Ping-Shou Zhong, Song Xi Chen

Publication date: 15 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2010.tm09560

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

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