Testing for subsphericity when n and p are of different asymptotic order

Author:

Virta Joni

Funder

Academy of Finland

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference15 articles.

1. Eigenvalues of large sample covariance matrices of spiked population models;Baik;J. Multivariate Anal.,2006

2. Bootstrap tests and confidence regions for functions of a covariance matrix;Beran;Ann. Statist.,1985

3. A note on testing the covariance matrix for large dimension;Birke;Statist. Probab. Lett.,2005

4. PCA in high dimensions: An orientation;Johnstone;Proc. IEEE,2018

5. Principal Component Analysis;Jolliffe,2002

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