A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039): Difference between revisions
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scientific article
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English | A test for the equality of covariance matrices when the dimension is large relative to the sample sizes |
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12
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6535-6542
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August 2007
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2 June 2009
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A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (English)
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equal covariance matrices
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high-dimensional data
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singular sample covariance matrix
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