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Journal of Multivariate Analysis

Volumn 97, Issue 4, 2006, Pages 827-843

A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix

(1) Schott, James R a

a UNIVERSITY OF CENTRAL FLORIDA (United States)

Author keywords

Principal components analysis; Sums of eigenvalues

Indexed keywords

EID: 27944490752 PISSN: 0047259X EISSN: 10957243 Source Type: Journal
DOI: 10.1016/j.jmva.2005.05.003 Document Type: Article

Times cited : (52)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.