Testing high-dimensional covariance matrices with random projections and corrected likelihood ratio (Q2116988)
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scientific article; zbMATH DE number 7493269
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| English | Testing high-dimensional covariance matrices with random projections and corrected likelihood ratio |
scientific article; zbMATH DE number 7493269 |
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Testing high-dimensional covariance matrices with random projections and corrected likelihood ratio (English)
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18 March 2022
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corrected likelihood ratio test
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covariance matrix
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hypothesis testing
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random matrix theory
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random projections
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