7.1 Testes para matrizes de covariância

(Wang and Xu 2020)

Referências

Wang, Zhendong, and Xingzhong Xu. 2020. “Testing High Dimensional Covariance Matrices via Posterior Bayes Factor.” Journal of Multivariate Analysis 181: 104674. https://www.sciencedirect.com/science/article/pii/S0047259X20302554?casa_token=05wSeQ0Go5QAAAAA:EYElLIgBhiyzKDo6w6fZn20-0V_f43a-ExmwiSQ1plVQBBuM363xSadTX-5oyW3YP80wl-JVb47h.