Projection tests for high-dimensional spiked covariance matrices

DOI10.1016/j.jmva.2018.08.009zbMath1411.62149MaRDI QIDQ1755108

WenWen Guo, Heng-Jian Cui

Publication date: 4 January 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2018.08.009

zbMATH Keywords

projection; large \(p\) small \(n\); spiked covariance matrix; power enhancement technique

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H25: Factor analysis and principal components; correspondence analysis

62H15: Hypothesis testing in multivariate analysis