Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309)
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English | Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model |
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Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (English)
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9 August 2019
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HDLSS
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large \(p\) small \(n\)
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noise-reduction methodology
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SSE model
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two-sample test
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