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Hypothesis tests for high-dimensional covariance structures - MaRDI portal

Hypothesis tests for high-dimensional covariance structures (Q2042528)

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scientific article; zbMATH DE number 7373099
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English
Hypothesis tests for high-dimensional covariance structures
scientific article; zbMATH DE number 7373099

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    Hypothesis tests for high-dimensional covariance structures (English)
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    20 July 2021
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    cross-data-matrix methodology
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    diagonal structure
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    HDLSS
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    intraclass correlation model
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    test of eigenvector
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    unbiased estimate
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