Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension

Emiko Hino, Hidetoshi Murakami, Takakazu Sugiyama. Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension. Communications in Statistics - Simulation and Computation, 38(8):1675-1689, 2009. [doi]

Abstract

Abstract is missing.