Exponential bounds for regularized Hotelling's T2 statistic in high dimension (Q6596187)
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scientific article; zbMATH DE number 7904783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential bounds for regularized Hotelling's T2 statistic in high dimension |
scientific article; zbMATH DE number 7904783 |
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Exponential bounds for regularized Hotelling's T2 statistic in high dimension (English)
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2 September 2024
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eigenvalues
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exponential bounds
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high dimension
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hotelling statistics
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penalized covariance
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regularized covariance matrix
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self-normalization
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