JOURNAL ARTICLE
Testing homogeneity of high-dimensional covariance matrices
Shurong ZhengRuitao LinJianhua GuoGuosheng Yin
Year: 2018 Journal: Statistica Sinica Publisher: Institute of Statistical Science
Keywords:
Homogeneity (statistics) Covariance Mathematics Statistics Econometrics
Metrics
18
Cited By
0.63
FWCI (Field Weighted Citation Impact)
20
Refs
0.66
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Random Matrices and Applications
Physical Sciences → Mathematics → Statistics and Probability
Bayesian Methods and Mixture Models
Physical Sciences → Computer Science → Artificial Intelligence
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
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