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- W2591616607 abstract "Assume that a matrix (X:ptimes n) is matrix normally distributed and that the Kolmogorov condition , i.e., (lim _{n,prightarrow infty }frac{n}{p}=c>0), holds. We propose a test for identity of the covariance matrix using a goodness-of-fit approach. Calculations are based on a recursive formula derived by Pielaszkiewicz et al. [19]. The test performs well regarding the power compared to presented alternatives, for both (c<1) or (cge 1)." @default.
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- W2591616607 date "2017-01-01" @default.
- W2591616607 modified "2023-09-27" @default.
- W2591616607 title "Testing Independence via Spectral Moments" @default.
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- W2591616607 doi "https://doi.org/10.1007/978-3-319-49984-0_18" @default.
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