Tests for high-dimensional covariance matrices

Journal of the American Statistical Association

Volumn 105, Issue 490, 2010, Pages 810-819

  Chen, Song Xi ^a,b   Zhang, Li Xin ^c   Zhong, Ping Shou ^a  

^a Department of Statistics Center for Statistics and Applications in Forensic Evidence Iowa State University 2438 Osborn Dr Ames   (United States)

^b Peking University   (China)

^c JILIN UNIVERSITY   (China)

Author keywords

Gene set testing; High data dimension; Identity test; Large p, small n; Sphericity test

Indexed keywords

EID: 78649411926     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/jasa.2010.tm09560     Document Type: Article

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