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HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS - MaRDI portal

HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS (Q4558607)

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scientific article; zbMATH DE number 6983075
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English
HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS
scientific article; zbMATH DE number 6983075

    Statements

    HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS (English)
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    22 November 2018
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    high dimensional test
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    multiple test
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    sparse alternative
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    two-sample test for covariance matrices
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    covariance matrix
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    Identifiers