Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713): Difference between revisions
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Revision as of 23:00, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Corrections to LRT on large-dimensional covariance matrix by RMT |
scientific article |
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Corrections to LRT on large-dimensional covariance matrix by RMT (English)
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9 December 2009
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high-dimensional data
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testing on covariance matrices
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Marčenko-Pastur distributions
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random \(F\)-matrices
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