A robust test for sphericity of high-dimensional covariance matrices (Q746886)
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scientific article; zbMATH DE number 6497212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust test for sphericity of high-dimensional covariance matrices |
scientific article; zbMATH DE number 6497212 |
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A robust test for sphericity of high-dimensional covariance matrices (English)
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21 October 2015
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covariance matrix
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high-dimensional data
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sphericity test
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