Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data (Q6107046)
From MaRDI portal
scientific article; zbMATH DE number 7705858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data |
scientific article; zbMATH DE number 7705858 |
Statements
Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data (English)
0 references
3 July 2023
0 references
covariance matrix
0 references
high dimensional data
0 references
hypothesis test
0 references
multivariate Gaussian data
0 references
Tracy-Widom law
0 references
0 references
0 references
