Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955): Difference between revisions
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Latest revision as of 09:21, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing |
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Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (English)
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11 May 2015
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CLT for linear spectral statistics
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unbiased sample covariance matrix
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substitution principle
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testing on high-dimensional covariance matrix
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high-dimensional sample covariance matrix
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large Fisher matrix
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high-dimensional data
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