A new test for sphericity of the covariance matrix for high dimensional data (Q149043)

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A new test for sphericity of the covariance matrix for high dimensional data
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    101
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    10
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    2554-2570
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    November 2010
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    10 November 2010
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    A new test for sphericity of the covariance matrix for high dimensional data (English)
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    covariance matrix
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    hypothesis testing
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    high-dimensional data analysis
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