On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture (Q4607210)
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scientific article; zbMATH DE number 6849256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture |
scientific article; zbMATH DE number 6849256 |
Statements
On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture (English)
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13 March 2018
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large covariance matrix
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Marčenko-Pastur law
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sphericity test
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