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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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Bibliographic Details
Published in:Ann Stat
Main Authors: Zheng, Shurong, Cheng, Guanghui, Guo, Jianhua, Zhu, Hongtu
Format: Artigo
Language:Inglês
Published: 2019
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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