An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extreme-value approach for testing the equality of large U-statistic based correlation matrices |
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An extreme-value approach for testing the equality of large U-statistic based correlation matrices (English)
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30 April 2019
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extreme value type I distribution
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hypothesis testing
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Jackknife variance estimator
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Kendall's tau
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U-statistics
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