Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828)
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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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