Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870)

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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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