Testing proportionality of two large-dimensional covariance matrices
Year of publication: |
2014
|
---|---|
Authors: | Xu, Lin ; Liu, Baisen ; Zheng, Shurong ; Bao, Shaokun |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 78.2014, C, p. 43-55
|
Publisher: |
Elsevier |
Subject: | Proportionality | Large-dimensional data | Likelihood ratio test | Limiting spectral distribution | Random F-matrices |
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