Testing homogeneity of high-dimensional covariance matrices (Q5220357)

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scientific article; zbMATH DE number 7180575
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Testing homogeneity of high-dimensional covariance matrices
scientific article; zbMATH DE number 7180575

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    Testing homogeneity of high-dimensional covariance matrices (English)
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    16 March 2020
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    asymptotic normality
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    high-dimensional covariance matrix
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    homogeneity test
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    multi-sample comparison
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    power enhancement
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