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)
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