Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Mei, Tianxing"'
This paper proposes procedures for testing the equality hypothesis and the proportionality hypothesis involving a large number of $q$ covariance matrices of dimension $p\times p$. Under a limiting scheme where $p$, $q$ and the sample sizes from the $
Externí odkaz:
http://arxiv.org/abs/2409.06296
In this paper, we analyse singular values of a large $p\times n$ data matrix $\mathbf{X}_n= (\mathbf{x}_{n1},\ldots,\mathbf{x}_{nn})$ where the column $\mathbf{x}_{nj}$'s are independent $p$-dimensional vectors, possibly with different distributions.
Externí odkaz:
http://arxiv.org/abs/2108.06677