An Improvement on the Hotelling $T^{2}$ Test Using the Ledoit-Wolf Nonlinear Shrinkage Estimator

Benjamin D. Robinson, Robert P. Malinas, Van Latimer, Beth Bjorkman Morrison, Alfred O. Hero III. An Improvement on the Hotelling $T^{2}$ Test Using the Ledoit-Wolf Nonlinear Shrinkage Estimator. In 30th European Signal Processing Conference, EUSIPCO 2022, Belgrade, Serbia, August 29 - Sept. 2, 2022. pages 2106-2110, IEEE, 2022. [doi]

Abstract

Abstract is missing.