Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966)
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scientific article; zbMATH DE number 1829110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size |
scientific article; zbMATH DE number 1829110 |
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Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (English)
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14 November 2002
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concentration asymptotics
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equality tests
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sphericity tests
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