Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis (Q2426742)

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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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