Projected tests for high-dimensional covariance matrices (Q2301103)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Projected tests for high-dimensional covariance matrices |
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Projected tests for high-dimensional covariance matrices (English)
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28 February 2020
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covariance matrices
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high-dimensional
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extreme value theorem
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random projection
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precision matrices
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large \(p\) small \(n\)
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