Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945): Difference between revisions

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+https://doi.org/10.1080/01621459.2012.758041
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+Q4420195
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+Limiting Distribution of the Maximum Term in Sequences of Dependent Random Variables
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+Two sample tests for high-dimensional covariance matrices
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+A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
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+Asymptotic distribution of the largest off-diagonal entry of correlation matrices
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