Homogeneity test of several covariance matrices with high-dimensional data
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Biopharmaceutical Statistics"
DOI: 10.1080/10543406.2021.1923524
Abstract: ABSTRACT This article not only presents a test based on the well-known Box test for testing the equality of several covariance matrices with high-dimensional data, but also gives the asymptotic distribution of the proposed test.… read more here.
Keywords: high dimensional; covariance matrices; dimensional data; several covariance ... See more keywords