A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications (Q6069893)
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scientific article; zbMATH DE number 7767627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications |
scientific article; zbMATH DE number 7767627 |
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A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications (English)
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17 November 2023
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central limit theorem
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generalized spiked model
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high-dimensional covariance matrix
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testing the spikes
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