Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828)
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scientific article
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| English | Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components |
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Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (English)
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28 October 2021
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asymptotic test
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central limit theorem
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common principal components model
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high-dimension
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Wishart distribution
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0.790963888168335
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0.7844995260238647
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0.7813826203346252
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0.7671273946762085
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0.7664373517036438
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