Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514)
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scientific article; zbMATH DE number 6756476
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| English | Likelihood ratio test for partial sphericity in high and ultra-high dimensions |
scientific article; zbMATH DE number 6756476 |
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Likelihood ratio test for partial sphericity in high and ultra-high dimensions (English)
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3 August 2017
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sample covariance matrix
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spiked population model
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high-dimensional statistics
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principal component analysis
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random matrix theory
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