Tests for high-dimensional covariance matrices using the theory of U-statistics

Author: Ahmad M. Rauf   Rosen D. von  

Publisher: Taylor & Francis Ltd

E-ISSN: 1563-5163|85|13|2619-2631

ISSN: 0094-9655

Source: Journal of Statistical Computation and Simulation, Vol.85, Iss.13, 2015-09, pp. : 2619-2631

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Abstract