Testing hypotheses of covariance structure in multivariate data,
2018,
Miguel Fonseca , Arkadiusz Kozioł , Roman Zmyślony ,
Electronic Journal of Linear Algebra: International Conference on Matrix Analysis and its Applications, MAT TRIAD 2017, Vol. 33, 53--62, ISSN: 1081-3810,
bibliogr.
wykr.
summ.
Słowa kluczowe: Block compound symmetric covariance structure, Double multivariate data, Positive and negative part of estimator, Quadratic subspace, Structure of covariance matrices, Testing hypotheses
Kod: CZR-JCR
BibTeX
(pkt. 30)
DOI: 10.13001/1081-3810.3743