Corrections to LRT on large-dimensional covariance matrix by RMT

Corrections to LRT on large-dimensional covariance matrix by RMT

10.1214/09-AOS694

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Bibliographic Details
Main Authors: Bai, Z., Jiang, D., Yao, J.-F., Zheng, S.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
High-dimensional data
Marčenko-pastur distributions
Random F-matrices
Testing on covariance matrices
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105074
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/105074

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