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Testing the structure of the covariance matrix with fewer observations than the dimension

✍ Scribed by Muni S. Srivastava; N. Reid

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing the equality of several covarian

✍ Muni S. Srivastava; Hirokazu Yanagihara 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 348 KB

Monitoring the covariance matrix with fe

✍ Maboudou-Tchao, Edgard M.; Agboto, Vincent 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 692 KB

A test for the mean vector with fewer ob

✍ Muni S. Srivastava; Meng Du 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 215 KB

Asymptotic distributions of some test cr

✍ Katayama, Shota; Kano, Yutaka; Srivastava, Muni S. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 443 KB

Inference on High-Dimensional Mean Vecto

✍ Kazuyoshi Yata, Makoto Aoshima 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 371 KB

The information matrix test with bootstr

✍ Geert Dhaene; Dirk Hoorelbeke 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 578 KB