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

Francesca Greselin (), Salvatore Ingrassia () and Antonio Punzo ()

Statistical Methods and Applications, 2011, vol. 20, issue 2, pages 141-170

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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