Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080)
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English | Simultaneous testing of mean vector and covariance matrix for high-dimensional data |
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Simultaneous testing of mean vector and covariance matrix for high-dimensional data (English)
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28 September 2017
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high-dimensional covariance matrix
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high-dimensional mean vector
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martingale difference sequence
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simultaneous test
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theoretical power function
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