Two sample tests for high-dimensional covariance matrices

Annals of Statistics

Volumn 40, Issue 2, 2012, Pages 908-940

  Li, Jun ^a   Chen, Song Xi ^b  

^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)

Author keywords

High dimensional covariance; Large p small n; Likelihood ratio test; Testing for gene sets

Indexed keywords

EID: 84871930256     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-AOS993     Document Type: Article

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