Hypothesis testing for the identity of high-dimensional covariance matrices
Authors:
- Manling QianMQManling Qian
- Li TaoLTLi Tao
- Erqian LiELErqian Li
- Maozai TianMTMaozai Tian
- 1 June 2020
- journal article
- research article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 161
Abstract
No abstract availableKeywords
Funding Information
- Renmin University of China (18XNL012)
- Fundamental Research Funds for the Central Universities
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