Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix
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Publication:5745760
DOI10.1007/978-1-4614-8615-2_13zbMath1417.62151MaRDI QIDQ5745760
Petr A. Koldanov, Alexander P. Koldanov
Publication date: 31 January 2014
Published in: Springer Optimization and Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4614-8615-2_13
inverse covariance matrix; generating hypothesis; multiple decision statistical procedure; tests of the Neyman structure
62H15: Hypothesis testing in multivariate analysis