Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484)
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scientific article
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English | Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control |
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Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (English)
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2 February 2018
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correction
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extreme value distribution
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high-dimensional test
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limiting null distribution
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multiple testing
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sparsity
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