DOI10.1016/j.jmva.2021.104938zbMath1493.62295MaRDI QIDQ2078579
Tomonari Sei, Kazuyoshi Yata, Takuma Bando
Publication date: 1 March 2022 Published in: Journal of Multivariate Analysis (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104938
zbMATH Keywords
ranking; random matrix; high-dimensional data; general index; diagonal scaling; principal component
Mathematics Subject Classification ID
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis