Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices (Q2414482)
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| Language | Label | Description | Also known as |
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| English | Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices |
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Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices (English)
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17 May 2019
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likelihood ratio test
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high-dimensional data
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hypothesis testing
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random matrix theory
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