Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data.

Fri, 01 Jan 2016 00:00:00 +0100

Kai Dong, Herbert Pang , Tiejun Tong , Marc G. Genton :
Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data. J. Multivar. Anal. 143: 127-142 (2016)