Testing Proportionality of Covariance Matrices
نویسندگان
چکیده
منابع مشابه
Testing proportionality of two large-dimensional covariance matrices
Testing the proportionality of two large-dimensional covariance matrices is studied. Based on modern random matrix theory, a pseudo-likelihood ratio statistic is proposed and its asymptotic normality is proved as the dimension and sample sizes tend to infinity proportionally.
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1951
ISSN: 0003-4851
DOI: 10.1214/aoms/1177729697