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Latest revision as of 21:48, 4 August 2024

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An extreme-value approach for testing the equality of large U-statistic based correlation matrices
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    An extreme-value approach for testing the equality of large U-statistic based correlation matrices (English)
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    30 April 2019
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    extreme value type I distribution
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    hypothesis testing
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    Jackknife variance estimator
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    Kendall's tau
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    U-statistics
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