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TEST FOR HIGH DIMENSIONAL CORRELATION MATRICES
Testing correlation structures has attracted extensive attention in the literature due to both its importance in real applications and several major theoretical challenges. The aim of this paper is to develop a general framework of testing correlation structures for the one-, two-, and multiple samp...
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| Published in: | Ann Stat |
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| Main Authors: | , , , |
| Format: | Artigo |
| Language: | Inglês |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6709985/ https://ncbi.nlm.nih.gov/pubmed/31452551 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/18-AOS1768 |
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