Maximum Submatrix Traces for Positive Definite Matrices (Q5286281)

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scientific article; zbMATH DE number 223836
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Maximum Submatrix Traces for Positive Definite Matrices
scientific article; zbMATH DE number 223836

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    Maximum Submatrix Traces for Positive Definite Matrices (English)
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    29 June 1993
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    multivariate distributions
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    distance of random vectors
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    covariance matrices
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