Testing proportionality of two large-dimensional covariance matrices
type: Item
instance of: scholarly article
title: Testing proportionality of two large-dimensional covariance matrices
zbMATH Open document ID: 1506.62197
author: Lin Xu
author: Shurong Zheng
author: Shaokun Bao
author: Baisen Liu
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 60B20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6984036
zbMATH Keywords: proportionality
zbMATH Keywords: large-dimensional data
zbMATH Keywords: likelihood ratio test
zbMATH Keywords: limiting spectral distribution
zbMATH Keywords: random F-matrices
MaRDI profile type: Publication
full work available at URL: j.csda.2014.03.014
OpenAlex ID: W2076304629
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DOI: 10.1016/J.CSDA.2014.03.014
description: scientific article; zbMATH DE number 6984036