High dimensional asymptotics for the naive Hotelling <i>T</i><sup>2</sup> statistic in pattern recognition (Q5077925)
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scientific article; zbMATH DE number 7529878
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| English | High dimensional asymptotics for the naive Hotelling <i>T</i><sup>2</sup> statistic in pattern recognition |
scientific article; zbMATH DE number 7529878 |
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High dimensional asymptotics for the naive Hotelling <i>T</i><sup>2</sup> statistic in pattern recognition (English)
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20 May 2022
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asymptotic normality
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high dimension low sample size
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martingale difference sequence
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naive canonical correlation coefficient
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naive Hotelling \(T^2\) statistic
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