Zhendong Wang, Xingzhong Xu. Testing high dimensional covariance matrices via posterior Bayes factor. J. Multivariate Analysis, 181:104674, 2021. [doi]
@article{WangX21,
title = {Testing high dimensional covariance matrices via posterior Bayes factor},
author = {Zhendong Wang and Xingzhong Xu},
year = {2021},
doi = {10.1016/j.jmva.2020.104674},
url = {https://doi.org/10.1016/j.jmva.2020.104674},
researchr = {https://researchr.org/publication/WangX21},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {181},
pages = {104674},
}