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"Testing the structure of the covariance matrix with fewer observations ..."

Muni S. Srivastava, N. Reid (2012)

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DOI: 10.1016/J.JMVA.2012.06.004

access: open

type: Journal Article

metadata version: 2021-02-17

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Muni S. Srivastava, N. Reid:
Testing the structure of the covariance matrix with fewer observations than the dimension. J. Multivar. Anal. 112: 156-171 (2012)

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