Detecting Spectral Breaks in Spiked Covariance Models

arXiv2404.19176MaRDI QIDQ6532629

Nina Dörnemann, Debashis Paul

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Eigenvalues, singular values, and eigenvectors (15A18) Functional limit theorems; invariance principles (60F17)

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