Robust tests of the equality of two high-dimensional covariance matrices (Q5081046)
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scientific article; zbMATH DE number 7535582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust tests of the equality of two high-dimensional covariance matrices |
scientific article; zbMATH DE number 7535582 |
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Robust tests of the equality of two high-dimensional covariance matrices (English)
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1 June 2022
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asymptotic normality
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high-dimensional data
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nonparametric method
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spatial sign
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robustness
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