A note on the test for the covariance matrix under normality-Reference-Cited by-同舟云学术

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A note on the test for the covariance matrix under normality

Published:2018-01-31 Issue:1 Volume:25 Page:71-78
ISSN:2383-4757
Container-title:Communications for Statistical Applications and Methods
language:en
Short-container-title:CSAM

Author:

Park Hyo-Il¹

Affiliation:

1. Department of Statistics, Cheongju University, Korea

Publisher

Communications for Statistical Applications and Methods

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Finance,Modelling and Simulation,Statistics and Probability

Link

http://pdf.medrang.co.kr/CSAM/2018/025/CSAM025-01-06.pdf

Reference13 articles.

1. Corrections to LRT on large-dimensional covariance matrix by RMT

2. Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix

3. Optimal hypothesis testing for high dimensional covariance matrices

4. A New Chart for Monitoring the Covariance Matrix of Bivariate Processes

5. Chung, KL (2001). A Course in Probability Theory. New York: Academic Press

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Tests of equality of several variances with the likelihood ratio principle;Communications for Statistical Applications and Methods;2018-07-31

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