A Note on Testing the Covariance Matrix for Large Dimension

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tr02-04.ps (238.26 KB)

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2004

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Universitätsbibliothek Dortmund

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http://hdl.handle.net/2003/4858
 http://dx.doi.org/10.17877/DE290R-15067

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Sonderforschungsbereich (SFB) 475