当前位置: X-MOL 学术J. Am. Stat. Assoc. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Two sample test for covariance matrices in ultra-high dimension
Journal of the American Statistical Association ( IF 3.0 ) Pub Date : 2024-11-04 , DOI: 10.1080/01621459.2024.2423971
Xiucai Ding, Yichen Hu, Zhenggang Wang

In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of...

中文翻译:


超高维协方差矩阵的双样本检验



在本文中,我们提出了一种新的测试,用于测试在超高维设置中两个总体协方差矩阵的相等性,即该维度远大于两者的大小......
更新日期:2024-11-06
down
wechat
bug