Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis (Q2426742)
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English | Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis |
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Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis (English)
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23 April 2008
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asymptotic distribution
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high-dimensional principal components
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LR statistic
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equality of the smallest eigenvalues
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