Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484)

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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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