Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763)

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Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices
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    Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (English)
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    20 January 2020
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    high-dimensional data
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    sphericity test
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    random matrix theory
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    spiked population model
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