Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080)

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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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