A New Two-Sample Test for Covariance Matrices in High Dimensions: U-Statistics Meet Leading Eigenvalues

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lam, Thomas, Dörnemann, Nina, Dette, Holger
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2506.06550