Testing proportionality of two high-dimensional covariance matrices
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Publication:2189603
DOI10.1016/j.csda.2020.106962OpenAlexW4247615525MaRDI QIDQ2189603
Guo-Liang Tian, Bai-Sen Liu, Shurong Zheng, Guang-Hui Cheng
Publication date: 16 June 2020
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2020.106962
high-dimensional inferencecovariance matricesdense alternativesproportionality testsparse alternatives
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