A test for block circular symmetric covariance structure with divergent dimension*

Xie, JS; Sun, GM

Xie, JS (reprint author), Henan Univ, Sch Math & Stat, Kaifeng 475000, Peoples R China.

ESAIM-PROBABILITY AND STATISTICS, 2019; 23 (): 672

Abstract

The paper considers the likelihood ratio (LR) test on the block circular symmetric covariance structure of a multivariate Gaussian population with div......

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