مرکز منطقه ای اطلاع رساني علوم و فناوري - A note on testing the covariance matrix for large dimension

Title of article :

A note on testing the covariance matrix for large dimension

Author/Authors :

Melanie Birke، نويسنده , , Holger Dette، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2005

Pages :

From page :

281

To page :

289

Keywords :

Sphericity test , Randomm atrices , Wishart distribution

Journal title :

Statistics and Probability Letters

Serial Year :

2005

Journal title :

Statistics and Probability Letters

Record number :

140566

Link To Document :