Testing proportionality of two large-dimensional covariance matrices (Q1623621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing proportionality of two large-dimensional covariance matrices |
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Testing proportionality of two large-dimensional covariance matrices (English)
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23 November 2018
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proportionality
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large-dimensional data
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likelihood ratio test
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limiting spectral distribution
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random F-matrices
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