Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality

Author: Ahmad M. Rauf   Rosen Dietrich Von  

Publisher: Taylor & Francis Ltd

E-ISSN: 1532-415X|44|7|1387-1398

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.44, Iss.7, 2015-04, pp. : 1387-1398

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Abstract