@misc{indiciae2cde41895947,
  title = {Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding},
  author = {Chen, Song Xi and Guo, Bin and Qiu, Yumou},
  year = {2022},
  doi = {10.1016/j.jeconom.2022.10.008},
  url = {https://www.osti.gov/biblio/2421571},
  note = {Source identifier: 2421571}
}