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Revision as of 16:37, 22 February 2024

scientific article; zbMATH DE number 7052786
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English
High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications
scientific article; zbMATH DE number 7052786

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    High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications (English)
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    9 May 2019
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    central limit theorem
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    equivalence test
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    high dimensional correlation matrix
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    independence test
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    linear spectral statistics
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