Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483)

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Testing the equality of several covariance matrices with fewer observations than the dimension
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    Testing the equality of several covariance matrices with fewer observations than the dimension (English)
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    5 May 2010
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    comparison of powers
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    equality of several covariance matrices
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    equality of two covariances
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    high-dimensional data
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    normality
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    sample size smaller than the dimension
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