Testing the equality of several covariance matrices with fewer observations than the dimension

Journal of Multivariate Analysis

Volumn 101, Issue 6, 2010, Pages 1319-1329

  Srivastava, Muni S ^a   Yanagihara, Hirokazu ^b  

^a UNIVERSITY OF TORONTO   (Canada)

^b HIROSHIMA UNIVERSITY   (Japan)

Author keywords

Comparison of powers; Equality of several covariance matrices; Equality of two covariances; High dimensional data; Normality; Sample size smaller than the dimension

Indexed keywords

EID: 77949541881     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2009.12.010     Document Type: Article

References (7)

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