HDtest

swMATH20381CRANHDtestMaRDI QIDQ32200

High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series

Meng Cao

Last update: 13 September 2018

Copyright license: Apache License

Software version identifier: 0.1, 2.1

Source code repository: https://github.com/cran/HDtest

Described by source

• Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity

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