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A test for the equality of covariance matrices when the dimension is large relative to the sample sizes

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  • Schott, James R.

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  • Schott, James R., 2007. "A test for the equality of covariance matrices when the dimension is large relative to the sample sizes," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6535-6542, August.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:6535-6542
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    References listed on IDEAS

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    1. Ibrahim J. G. & Chen M-H. & Gray R. J., 2002. "Bayesian Models for Gene Expression With DNA Microarray Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 88-99, March.
    2. Dudoit S. & Fridlyand J. & Speed T. P, 2002. "Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 77-87, March.
    3. Schott, James R., 2007. "Some high-dimensional tests for a one-way MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 98(9), pages 1825-1839, October.
    4. Schott, James R., 2006. "A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 827-843, April.
    5. Birke, Melanie & Dette, Holger, 2005. "A note on testing the covariance matrix for large dimension," Statistics & Probability Letters, Elsevier, vol. 74(3), pages 281-289, October.
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