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]
|
|---|---|
| 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