Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231)
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scientific article; zbMATH DE number 7702536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality |
scientific article; zbMATH DE number 7702536 |
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Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (English)
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27 June 2023
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modified box \(M\) test
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homogeneity of several covariance matrices
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non-normal distribution
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dependent stationary process
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high-dimensional data
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0.9341055
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0.9310328
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0.92996216
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0.9218103
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0.9180598
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0.9157315
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0.90572107
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0.9027524
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0.9002655
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