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Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix - MaRDI portal

Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix (Q6170542)

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scientific article; zbMATH DE number 7711798
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Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
scientific article; zbMATH DE number 7711798

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    Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix (English)
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    13 July 2023
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    compound symmetric structure
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    high-dimensional data
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    hypothesis testing
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    random matrix theory
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    unbounded spectral norm
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