Testing the equality of several covariance matrices with fewer observations than the dimension
From MaRDI portal
Publication:968483
DOI10.1016/j.jmva.2009.12.010zbMath1186.62078MaRDI QIDQ968483
Hirokazu Yanagihara, Muni S. Srivastava
Publication date: 5 May 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.12.010
normality; high-dimensional data; comparison of powers; equality of several covariance matrices; equality of two covariances; sample size smaller than the dimension
62H10: Multivariate distribution of statistics
62E20: Asymptotic distribution theory in statistics
62H15: Hypothesis testing in multivariate analysis
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