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