Testing proportionality of two large-dimensional covariance matrices (Q1623621)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing proportionality of two large-dimensional covariance matrices |
scientific article; zbMATH DE number 6984036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing proportionality of two large-dimensional covariance matrices |
scientific article; zbMATH DE number 6984036 |
Statements
Testing proportionality of two large-dimensional covariance matrices (English)
0 references
23 November 2018
0 references
proportionality
0 references
large-dimensional data
0 references
likelihood ratio test
0 references
limiting spectral distribution
0 references
random F-matrices
0 references
