Pages that link to "Item:Q2674609"
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The following pages link to Testing the equality of multiple high-dimensional covariance matrices (Q2674609):
Displaying 14 items.
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← links)
- Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
- High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488) (← links)
- On testing for homogeneity of the covariance matrices. (Q2731128) (← links)
- A homogeneity test of large dimensional covariance matrices under non-normality (Q3120361) (← links)
- A note on homogeneity tests of covariance matrices (Q3473235) (← links)
- On Multiple Covariance Equality Testing with Application to SAR Change Detection (Q4621890) (← links)
- Testing the equality of several covariance matrices (Q4914970) (← links)
- A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION (Q4916878) (← links)
- Multi-sample test for high-dimensional covariance matrices (Q5160245) (← links)
- Testing homogeneity of high-dimensional covariance matrices (Q5220357) (← links)
- Visualizing Tests for Equality of Covariance Matrices (Q5869269) (← links)
- Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)
