A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications

DOI10.5705/ss.202021.0346arXiv2203.06924OpenAlexW4226528117MaRDI QIDQ6069893

Publication date: 17 November 2023

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.06924

zbMATH Keywords

central limit theorem high-dimensional covariance matrix generalized spiked model testing the spikes

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Testing Hypotheses About the Number of Factors in Large Factor Models
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On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis

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