Some tests for the covariance matrix with fewer observations than the dimension under non-normality

Journal of Multivariate Analysis

Volumn 102, Issue 6, 2011, Pages 1090-1103

  Srivastava, Muni S ^a   Kollo, Tõnu ^b   von Rosen, Dietrich ^c  

^a UNIVERSITY OF TORONTO   (Canada)

^b UNIVERSITY OF TARTU   (Estonia)

^c SWEDISH UNIVERSITY OF AGRICULTURAL SCIENCES   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79954642379     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2011.03.003     Document Type: Article

References (20)

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