Detecting Spectral Breaks in Spiked Covariance Models

MaRDI QIDQ6532629arXivFDO

Authors Nina Dörnemann, Debashis Paul

Published in arXiv

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Functional limit theorems; invariance principles (60F17) Hypothesis testing in multivariate analysis (62H15)

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