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LIU ZHI [1]
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2019 [1]
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英語English [1]
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ANNALS OF STATIS... [1]
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HIGH-DIMENSIONAL COVARIANCE MATRICES IN ELLIPTICAL DISTRIBUTIONS WITH APPLICATION TO SPHERICAL TEST
Journal article
Hu, Jiang, Li, Weiming, Liu, Zhi, Zhou, Wang. HIGH-DIMENSIONAL COVARIANCE MATRICES IN ELLIPTICAL DISTRIBUTIONS WITH APPLICATION TO SPHERICAL TEST[J]. ANNALS OF STATISTICS, 2019, 47(1), 527-555.
Authors:
Hu, Jiang
;
Li, Weiming
;
Liu, Zhi
;
Zhou, Wang
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TC[WOS]:
21
TC[Scopus]:
23
IF:
3.2
/
4.8
|
Submit date：2019/01/17
Covariance Matrix
High-dimensional Data
Elliptical Distribution
Sphericity Test
