Optimal modification of the LRT for the equality of two high-dimensional covariance matrices

From MaRDI portal
Publication:6288127

arXiv1706.06774MaRDI QIDQ6288127

Qiuyan Zhang, Jiang Hu, Zhi-Dong Bai

Publication date: 21 June 2017








This page was built for publication: Optimal modification of the LRT for the equality of two high-dimensional covariance matrices