Regularized LRT for large scale covariance matrices: one sample problem (Q338414)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized LRT for large scale covariance matrices: one sample problem |
scientific article |
Statements
Regularized LRT for large scale covariance matrices: one sample problem (English)
0 references
4 November 2016
0 references
asymptotic normality
0 references
covariance matrix estimator
0 references
identity covariance matrix
0 references
high-dimensional data
0 references
linear shrinkage estimator
0 references
linear spectral statistics
0 references
random matrix theory
0 references
regularized likelihood ratio test
0 references
spiked covariance matrix
0 references
0 references
0 references
0 references
0 references
0 references
