Two-sample tests for high-dimension, strongly spiked eigenvalue models
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Publication:4602114
DOI10.5705/ss.202016.0063zbMath1382.62028arXiv1602.02491OpenAlexW2588527329WikidataQ49444478 ScholiaQ49444478MaRDI QIDQ4602114
Makoto Aoshima, Kazuyoshi Yata
Publication date: 26 January 2018
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.02491
asymptotic normalitylarge \(p\) small \(n\)spiked modelnoise reduction methodologyeigenstructure estimation
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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