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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Summary:	10.1214/09-AOS694

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