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James R. Schott

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2007
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Mortaza Jamshidian, James R. Schott:
Testing equality of covariance matrices when data are incomplete. Comput. Stat. Data Anal. 51(9): 4227-4239 (2007)
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James R. Schott:
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes. Comput. Stat. Data Anal. 51(12): 6535-6542 (2007)

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