Testing high-dimensional covariance structures using double-normalized observations (Q6940288)
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scientific article; zbMATH DE number 8082769
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| English | Testing high-dimensional covariance structures using double-normalized observations |
scientific article; zbMATH DE number 8082769 |
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Testing high-dimensional covariance structures using double-normalized observations (English)
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19 August 2025
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test for diagonality
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high-dimensional
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elliptical distribution
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double-normalized observation
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random matrix theory
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