Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870)
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 the structure of the covariance matrix with fewer observations than the dimension |
scientific article; zbMATH DE number 6086848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the structure of the covariance matrix with fewer observations than the dimension |
scientific article; zbMATH DE number 6086848 |
Statements
Testing the structure of the covariance matrix with fewer observations than the dimension (English)
0 references
26 September 2012
0 references
attained significance level
0 references
false discovery rate
0 references
high-dimensional data
0 references
independence of sub-vectors
0 references
intraclass correlation
0 references
multivariate normal distribution
0 references
0 references
0 references
