Testing of high dimensional mean vectors via approximate factor model (Q897642)
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scientific article; zbMATH DE number 6516958
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing of high dimensional mean vectors via approximate factor model |
scientific article; zbMATH DE number 6516958 |
Statements
Testing of high dimensional mean vectors via approximate factor model (English)
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7 December 2015
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approximate factor model
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large dimensional covariance matrix
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precision matrix
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0.7921880483627319
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0.7810074687004089
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0.7772915363311768
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0.7635281682014465
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0.7622296810150146
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