High dimensional asymptotics for the naive Hotelling T2 statistic in pattern recognition

DOI10.1080/03610926.2018.1517217MaRDI QIDQ5077925zbMATH OpenOpenAlexFDO

Authors Mitsuru Tamatani, Kanta Naito

Publication date 20 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1517217

zbMATH Keywords

asymptotic normalityhigh dimension low sample sizemartingale difference sequencenaive canonical correlation coefficientnaive Hotelling \(T^2\) statistic

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Nonasymptotic analysis of the Lawley-Hotelling statistic for high-dimensional data

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