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Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
Work
Year: 2004
Type: article
Abstract: This paper is concerned with Dempster trace criterion for multivariate linear hypothesis which was proposed for high dimensional situation. First we derive asymptotic null and nonnull distributions of... more
Cites: 5
Cited by: 69
Related to: 10
FWCI: 2.131
Citation percentile (by year/subfield): 96.21
Subfield: Finance
Open Access status: bronze