Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966)
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English | Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size |
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Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (English)
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14 November 2002
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concentration asymptotics
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equality tests
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sphericity tests
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