Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752)

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Testing high-dimensional covariance matrices under the elliptical distribution and beyond
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    Testing high-dimensional covariance matrices under the elliptical distribution and beyond (English)
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    24 March 2021
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    covariance matrix
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    high-dimension
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    elliptical model
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    linear spectral statistics
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    central limit theorem
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