A Novel Robust Test to Compare Covariance Matrices in High-Dimensional Data
The comparison of covariance matrices is one of the most important assumptions in many multivariate hypothesis tests, such as Hotelling <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msup><mi>...
| Published in: | Axioms |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/14/6/427 |