JOURNAL ARTICLE

Empirical likelihood test for the equality of several high-dimensional covariance matrices

Guili LiaoLiang PengRongmao Zhang

Year: 2021 Journal:   Science China Mathematics Vol: 64 (12)Pages: 2775-2792   Publisher: Springer Nature
Keywords:
Mathematics Covariance Dimension (graph theory) Covariance matrix Empirical likelihood Estimation of covariance matrices Applied mathematics Analysis of covariance Statistical hypothesis testing Likelihood-ratio test Statistics Covariance function Combinatorics

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Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Random Matrices and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Bayesian Methods and Mixture Models
Physical Sciences →  Computer Science →  Artificial Intelligence

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