Correlation Tests and Linear Spectral Statistics of the Sample Correlation Matrix
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DOI: 10.1109/tit.2017.2689780
Abstract: Testing the independence of the entries of multidimensional Gaussian observations is a very important problem in statistics, with a number of applications in signal processing, radar, cognitive radio, seismography, and multiple other fields. Typically, the… read more here.
Keywords: correlation tests; correlation matrix; correlation; test ... See more keywords