covariance matrix structure

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HYPOTHESIS TESTING ON LINEAR STRUCTURES OF HIGH DIMENSIONAL COVARIANCE MATRIX.
Zheng, Shurong;Chen, Zhao;Cui, Hengjian;Li, Runze;
2019 annals of statistics DOI: 10.1214/18-AOS1779 242 views

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annals of statistics
ISSN: 0090-5364 348 views

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random matrix theory test of banded structure test of compound symmetric structure test of sphericity