The Annals of Statistics, Vol. 30, No. 4 (Aug., 2002), pp. 1081-1102 (22 pages) This paper analyzes whether standard covariance matrix tests work when dimensionality is large, and in particular larger ...
Suppose that a homogeneous group of n subjects is observed on T occasions. Each subject has one of K levels of response at each of the T occasions. The cross-classification of the recorded responses ...