Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713): Difference between revisions
From MaRDI portal
Latest revision as of 10:39, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Corrections to LRT on large-dimensional covariance matrix by RMT |
scientific article |
Statements
Corrections to LRT on large-dimensional covariance matrix by RMT (English)
0 references
9 December 2009
0 references
high-dimensional data
0 references
testing on covariance matrices
0 references
Marčenko-Pastur distributions
0 references
random \(F\)-matrices
0 references
0 references
0 references