Assessing the pattern of covariance matrices via an augmentation multiple testing procedure

Francesca Greselin, Salvatore Ingrassia, Antonio Punzo. Assessing the pattern of covariance matrices via an augmentation multiple testing procedure. Statistical Methods and Applications, 20(2):141-170, 2011. [doi]

Authors

Francesca Greselin

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Salvatore Ingrassia

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Antonio Punzo

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