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Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data

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Bibliographic Details
Main Author:	Didier Cortez-Elizalde
Format:	Artículo científico
Language:	en
Published:	Universidad Nacional de Colombia 2022
Subjects:	Física, Astronomía y Matemáticas Tracy Widom law Hypothesis test Covariance matrix High dimensional data
Online Access:	Acceder al recurso
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