Local asymptotic normality of the spectrum of high-dimensional spiked F-ratios
by Prathapasinghe Dharmawansa, Iain M.Johnstone and Alexei Onatski
| Year of publication: |
[2018]
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| Authors: | Dharmawansa, Prathapasinghe ; Johnstone, Iain M. ; Onatski, Alexei |
| Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
| Subject: | Spiked F-ratio | Local Asymptotic Normality | multivariate F distribution | phase transition | super-critical regime | asymptotic normality of eigenvalues | limits of statistical experiments | Theorie | Theory | Statistische Verteilung | Statistical distribution |
freely available
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 1807 Cambridge-INET working papers. - Cambridge : Cambridge-INET Institute, ZDB-ID 2853905-9. - Vol. 2018, 22 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17863/CAM.21782 [DOI] hdl:1810/274649 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012667601