Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference8 articles.
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1. Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis;Revista Colombiana de Estadística;2021-01-15
2. Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis;The Annals of Statistics;2018-06-01
3. Bibliography;Wiley Series in Probability and Statistics;2011-08-22
4. Some Nonparametric Asymptotic Results for a Class of Stochastic Processes;Communications in Statistics - Theory and Methods;2010-07-19
5. Multivariate Statistics;Wiley Series in Probability and Statistics;2010-01-06
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