8.1 Testes para matrizes de covariância

(Z. 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.