Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Zhi-Dong Bai / rank | |||
| Property / author | |||
| Property / author: Jian-feng Yao / rank | |||
| Property / author | |||
| Property / author: Shurong Zheng / rank | |||
Revision as of 15:04, 10 February 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
