Modified Pillai’s trace statistics for two high-dimensional sample covariance matrices

Qiuyan Zhang, Jiang Hu, Zhidong Bai

2020Journal of Statistical Planning and Inference22 citationsDOI

Topics & Concepts

MathematicsStatisticsTRACE (psycholinguistics)CovarianceSample size determinationDimension (graph theory)Asymptotic distributionPopulationCombinatoricsEstimatorSociologyLinguisticsPhilosophyDemographyRandom Matrices and ApplicationsBayesian Methods and Mixture ModelsStatistical Methods and Bayesian Inference