Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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چکیده
Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings Tony Cai a , Weidong Liu b & Yin Xia a a Department of Statistics, The Wharton School, University of Pennsylvania, Philadelphia, PA, 19104 b Department of Mathematics, Institute of Natural Sciences and MOE-LSC, Shanghai Jiao Tong University, Shanghai, China Accepted author version posted online: 02 Jan 2013.Published online: 15 Mar 2013.
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تاریخ انتشار 2012