Testing identity of high-dimensional covariance matrix (Q4960708)
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scientific article; zbMATH DE number 7192677
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing identity of high-dimensional covariance matrix |
scientific article; zbMATH DE number 7192677 |
Statements
Testing identity of high-dimensional covariance matrix (English)
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23 April 2020
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identity hypothesis
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high-dimensional covariance matrix
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asymptotic distributions
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large dimensional random matrix theory
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