Likelihood ratio tests for covariance matrices of high-dimensional normal distributions

Journal of Statistical Planning and Inference

Volumn 142, Issue 8, 2012, Pages 2241-2256

  Jiang, Dandan ^a   Jiang, Tiefeng ^b   Yang, Fan ^b,c  

^a JILIN UNIVERSITY   (China)

^b UNIVERSITY OF MINNESOTA   (United States)

^c Boston Scientific   (United States)

Author keywords

Gamma function; High dimensional data; Selberg integral; Testing on covariance matrices

Indexed keywords

EID: 84859561923     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2012.02.057     Document Type: Article

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