Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sphericity and identity test for high-dimensional covariance matrix using random matrix theory |
scientific article; zbMATH DE number 7347330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sphericity and identity test for high-dimensional covariance matrix using random matrix theory |
scientific article; zbMATH DE number 7347330 |
Statements
Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (English)
0 references
11 May 2021
0 references
sphericity test
0 references
identity test
0 references
high-dimensional covariance matrix
0 references
spiked model
0 references
spectral distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
