Two-sample tests for high-dimension, strongly spiked eigenvalue models (Q4602114): Difference between revisions

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Latest revision as of 10:09, 29 July 2024

scientific article; zbMATH DE number 6829971
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Two-sample tests for high-dimension, strongly spiked eigenvalue models
scientific article; zbMATH DE number 6829971

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    Two-sample tests for high-dimension, strongly spiked eigenvalue models (English)
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    26 January 2018
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    asymptotic normality
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    eigenstructure estimation
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    large \(p\) small \(n\)
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    noise reduction methodology
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    spiked model
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