A bootstrap method for spectral statistics in high-dimensional elliptical models

DOI10.1214/23-ejs2140arXiv2209.03556OpenAlexW4383269158MaRDI QIDQ6170616

Siyao Wang, Miles E. Lopes

Publication date: 10 August 2023

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.03556

zbMATH Keywords

bootstrapelliptical distributionshigh-dimensional statisticscovariance matrices

Mathematics Subject Classification ID

Multivariate analysis (62H99) Factor analysis and principal components; correspondence analysis (62H25) Bootstrap, jackknife and other resampling methods (62F40)

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