Testing of high dimensional mean vectors via approximate factor model (Q897642)
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scientific article; zbMATH DE number 6516958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing of high dimensional mean vectors via approximate factor model |
scientific article; zbMATH DE number 6516958 |
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Testing of high dimensional mean vectors via approximate factor model (English)
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7 December 2015
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approximate factor model
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large dimensional covariance matrix
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precision matrix
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