The Annals of Statistics, Vol. 30, No. 4 (Aug., 2002), pp. 1081-1102 (22 pages) This paper analyzes whether standard covariance matrix tests work when dimensionality is large, and in particular larger ...
This is a preview. Log in through your library . Abstract This paper adds motivations for the use of the sample variance-covariance matrix estimator $\hat{\Sigma}$ in repeated measurement designs by: ...
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