On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409)
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scientific article; zbMATH DE number 5965599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size |
scientific article; zbMATH DE number 5965599 |
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On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (English)
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28 October 2011
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high-dimensional data analysis
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hypothesis testing
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identity matrix
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