A Robust high dimensional correlation matrices statistic for covariance singularity with outlier
High-dimensional data analysis often challenges classical statistical methods due to covariance matrix singularity and sensitivity to outliers. Jennrich’s statistic is a classical method for testing the equality of correlation matrices. However, its assumptions of normality and well-conditioned corr...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | أطروحة |
| اللغة: | الإنجليزية الإنجليزية |
| منشور في: |
2025
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://etd.uum.edu.my/11833/1/Depositpermission_s902912.pdf https://etd.uum.edu.my/11833/2/s902912_01.pdf https://etd.uum.edu.my/11833/ |
| Abstract | Abstract here |