High-dimensional tests for spherical location and spiked covariance
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Publication:2350053
DOI10.1016/j.jmva.2015.02.019zbMath1328.62325arXiv1402.2823OpenAlexW2061572983MaRDI QIDQ2350053
Christophe Ley, Thomas Verdebout, Davy Paindaveine
Publication date: 18 June 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.2823
principal component analysishigh-dimensional datadirectional statisticsspherical meanrotationally symmetric distributionslocation tests
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