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
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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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