Assessing the pattern of covariance matrices via an augmentation multiple testing procedure

Francesca Greselin (), Salvatore Ingrassia and Antonio Punzo

Statistical Methods & Applications, 2011, vol. 20, issue 2, 170 pages

Keywords: Homoscedasticity; Spectral decomposition; Principal component analysis; F–G algorithm; Multiple testing procedures; Augmentation (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (9)

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DOI: 10.1007/s10260-010-0157-5

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