Hypothesis tests for high-dimensional covariance structures
Aki Ishii, Kazuyoshi Yata, Makoto Aoshima
Topics & Concepts
MathematicsTest statisticEstimation of covariance matricesCovariance matrixCovarianceCovariance functionStatisticsRational quadratic covariance functionStatistical hypothesis testingCovariance intersectionApplied mathematicsRandom Matrices and ApplicationsGene expression and cancer classificationStatistical Methods and Inference