Identity tests for high dimensional data using RMT
Year of publication: |
2013
|
---|---|
Authors: | Wang, Cheng ; Yang, Jing ; Miao, Baiqi ; Cao, Longbing |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 118.2013, C, p. 128-137
|
Publisher: |
Elsevier |
Subject: | High dimensional data | Identity test | Random matrix theory (RMT) |
-
Asymptotic power of likelihood ratio tests for high dimensional data
Wang, Cheng, (2014)
-
Random matrix theory (RMT) application on financial data
Kaneko, Takuya, (2022)
-
The benefit of using random matrix theory to fit high-dimensional t-copulas
Xu, Jiali, (2016)
- More ...
-
Wang, Cheng, (2013)
-
Wang, Cheng, (2014)
-
Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
Jin, Baisuo, (2009)
- More ...