Testing diagonality of high-dimensional covariance matrix under non-normality
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Publication:5106997
DOI10.1080/00949655.2017.1362405OpenAlexW2746689733MaRDI QIDQ5106997
Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2017.1362405
Related Items (3)
Some correlation tests for vectors of large dimension ⋮ Block-diagonal test for high-dimensional covariance matrices ⋮ Significance test of clustering under high dimensional setting with applications to cancer data
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Cites Work
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