Likelihood ratio tests for covariance matrices of high-dimensional normal distributions (Q433736)
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scientific article; zbMATH DE number 6053534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood ratio tests for covariance matrices of high-dimensional normal distributions |
scientific article; zbMATH DE number 6053534 |
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Likelihood ratio tests for covariance matrices of high-dimensional normal distributions (English)
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6 July 2012
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high-dimensional data
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Selberg integral
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gamma function
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