A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm (Q6101694)
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scientific article; zbMATH DE number 7698962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm |
scientific article; zbMATH DE number 7698962 |
Statements
A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm (English)
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20 June 2023
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correlation matrix
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covariance matrix
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high-dimensional data
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identity test
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