Showing math.STShow all
2 papers · 1 filter
math.ST2020
Statistical applications of random matrix theory: comparison of two populations I
Rémy Mariétan, Stephan Morgenthaler
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is l…
math.ST2020
Statistical applications of Random matrix theory: comparison of two populations II
Rémy Mariétan, Stephan Morgenthaler
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is l…