Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sphericity and identity test for high-dimensional covariance matrix using random matrix theory |
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Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (English)
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11 May 2021
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sphericity test
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identity test
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high-dimensional covariance matrix
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spiked model
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spectral distribution
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