Testing Kronecker product covariance matrices for high-dimensional matrix-variate data
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Cites work
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Cited in
(5)- On testing Kronecker product structure in tensor factor models
- Robust two-way dimension reduction by Grassmannian barycenter
- Low-rank modeling for functional linear regression with two-way functional predictor
- A new non-parametric Kendall's tau for matrix-valued elliptical observations
- Improved rates of bootstrap approximation for the operator norm: a coordinate-free approach
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