Exact and approximate computation of critical values of largest root test in high dimension

Communications in Statistics - Simulation and Computation

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書目詳細資料
Main Authors: Gregory Ang, Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi, Jiang Hu
其他作者: STATISTICS & APPLIED PROBABILITY
格式: Article
出版: Taylor & Francis 2023
在線閱讀:https://scholarbank.nus.edu.sg/handle/10635/239285
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機構: National University of Singapore