Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
Year of publication: |
2011
|
---|---|
Authors: | Greselin, Francesca ; Ingrassia, Salvatore ; Punzo, Antonio |
Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 20.2011, 2, p. 141-170
|
Publisher: |
Springer |
Subject: | Homoscedasticity | Spectral decomposition | Principal component analysis | F–G algorithm | Multiple testing procedures | Augmentation |
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