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