This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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134
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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| Abstract - #308840 |
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Title:
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A Test for the Equality of Two Covariance Matrices When the Dimension Is Much Larger Than Two Sample Sizes
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Author(s):
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Jun Li*+ and Song X. Chen
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Companies:
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Iowa State University and Iowa State University/Peking University
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Address:
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, Ames, IA, 50011,
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Keywords:
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High dimensional data ;
Equal covariance matrices
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Abstract:
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A test for the equality of the two covariance matrices is proposed. The asymptotic normal distribution used for the test, as both the sample sizes and the number of variables go to infinity, is obtained. The test can be used in the situations where the number of variables is much larger than the sample sizes.
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Authors who are presenting talks have a * after their name.
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