Regularized LRT for large scale covariance matrices: one sample problem (Q338414): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jspi.2016.06.006 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JSPI.2016.06.006 / rank | |||
Normal rank | |||
Latest revision as of 14:48, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized LRT for large scale covariance matrices: one sample problem |
scientific article |
Statements
Regularized LRT for large scale covariance matrices: one sample problem (English)
0 references
4 November 2016
0 references
asymptotic normality
0 references
covariance matrix estimator
0 references
identity covariance matrix
0 references
high-dimensional data
0 references
linear shrinkage estimator
0 references
linear spectral statistics
0 references
random matrix theory
0 references
regularized likelihood ratio test
0 references
spiked covariance matrix
0 references
0 references
0 references
0 references
0 references
0 references
