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Locally Most Powerful Invariant Tests for Correlation and Sphericity of Gaussian Vectors.
David Ramírez
Javier Vía
Ignacio Santamaría
Louis L. Scharf
Published in:
IEEE Trans. Inf. Theory (2013)
Keyphrases
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covariance matrices
affine transformation
correlation function
vector space
affine invariant
maximum likelihood
globally consistent
data sets
test cases
fourier transform
gaussian model
linear computational complexity