Pages that link to "Item:Q2252894"
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The following pages link to A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894):
Displayed 10 items.
- Regularized LRT for large scale covariance matrices: one sample problem (Q338414) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
- High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
- Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction (Q2364601) (← links)
- Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
- Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)