Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices |
scientific article |
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Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (English)
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20 January 2020
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high-dimensional data
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sphericity test
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random matrix theory
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spiked population model
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