A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
| Year of publication: |
2007
|
|---|---|
| Authors: | Schott, James R. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 12, p. 6535-6542
|
| Publisher: |
Elsevier |