On testing sphericity and identity of a covariance matrix with large dimensions (Q324615)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On testing sphericity and identity of a covariance matrix with large dimensions |
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On testing sphericity and identity of a covariance matrix with large dimensions (English)
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17 October 2016
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covariance testing
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high-dimensional inference
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non-normality
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