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Hypothesis testing for the identity of high-dimensional covariance matrices - MaRDI portal

Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394)

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Hypothesis testing for the identity of high-dimensional covariance matrices
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    Hypothesis testing for the identity of high-dimensional covariance matrices (English)
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    27 March 2020
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    covariance matrix
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    high-dimensional data
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    hypothesis testing
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    identity matrix
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