Consistency of the objective general index in high-dimensional settings

DOI10.1016/j.jmva.2021.104938zbMath1493.62295OpenAlexW4200213656MaRDI QIDQ2078579

Kazuyoshi Yata, Tomonari Sei, Takuma Bando

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104938

zbMATH Keywords

rankingrandom matrixhigh-dimensional datageneral indexdiagonal scalingprincipal component

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Cites Work

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