Corrections to LRT on large-dimensional covariance matrix by RMT
10.1214/09-AOS694
Saved in:
| Main Authors: | , , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105074 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
| id |
sg-nus-scholar.10635-105074 |
|---|---|
| record_format |
dspace |
| spelling |
sg-nus-scholar.10635-1050742023-10-26T20:20:01Z Corrections to LRT on large-dimensional covariance matrix by RMT Bai, Z. Jiang, D. Yao, J.-F. Zheng, S. STATISTICS & APPLIED PROBABILITY High-dimensional data Marčenko-pastur distributions Random F-matrices Testing on covariance matrices 10.1214/09-AOS694 Annals of Statistics 37 6 B 3822-3840 2014-10-28T05:11:05Z 2014-10-28T05:11:05Z 2009-12 Article Bai, Z., Jiang, D., Yao, J.-F., Zheng, S. (2009-12). Corrections to LRT on large-dimensional covariance matrix by RMT. Annals of Statistics 37 (6 B) : 3822-3840. ScholarBank@NUS Repository. https://doi.org/10.1214/09-AOS694 00905364 http://scholarbank.nus.edu.sg/handle/10635/105074 000271673700004 Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| topic |
High-dimensional data Marčenko-pastur distributions Random F-matrices Testing on covariance matrices |
| spellingShingle |
High-dimensional data Marčenko-pastur distributions Random F-matrices Testing on covariance matrices Bai, Z. Jiang, D. Yao, J.-F. Zheng, S. Corrections to LRT on large-dimensional covariance matrix by RMT |
| description |
10.1214/09-AOS694 |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY Bai, Z. Jiang, D. Yao, J.-F. Zheng, S. |
| format |
Article |
| author |
Bai, Z. Jiang, D. Yao, J.-F. Zheng, S. |
| author_sort |
Bai, Z. |
| title |
Corrections to LRT on large-dimensional covariance matrix by RMT |
| title_short |
Corrections to LRT on large-dimensional covariance matrix by RMT |
| title_full |
Corrections to LRT on large-dimensional covariance matrix by RMT |
| title_fullStr |
Corrections to LRT on large-dimensional covariance matrix by RMT |
| title_full_unstemmed |
Corrections to LRT on large-dimensional covariance matrix by RMT |
| title_sort |
corrections to lrt on large-dimensional covariance matrix by rmt |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/105074 |
| _version_ |
1781787985142874112 |