Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870): Difference between revisions
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Revision as of 22:24, 19 March 2024
scientific article
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English | Testing the structure of the covariance matrix with fewer observations than the dimension |
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Testing the structure of the covariance matrix with fewer observations than the dimension (English)
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26 September 2012
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attained significance level
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false discovery rate
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high-dimensional data
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independence of sub-vectors
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intraclass correlation
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multivariate normal distribution
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