Large Sample Covariance Matrices and High-Dimensional Data Analysis
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Publication:5246856
DOI10.1017/CBO9781107588080zbMath1380.62011OpenAlexW143531921MaRDI QIDQ5246856
Shurong Zheng, Zhi-Dong Bai, Jian-feng Yao
Publication date: 22 April 2015
Full work available at URL: https://doi.org/10.1017/cbo9781107588080
covariance matrixspectral distributionsphericity testmultiple correlation coefficientspiked population models
Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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