Testing in high-dimensional spiked models

by Iain M. Johnstone and Alexei Onatski

Year of publication:	[2018]
Authors:	Johnstone, Iain M. ; Onatski, Alexei
Publisher:	Cambridge : University of Cambridge, Faculty of Economics
Subject:	Likelihood ratio test \| hypergeometric function \| principal components analysis \| canonical correlations \| matrix denoising \| multiple response regression \| Schätztheorie \| Estimation theory \| Korrelation \| Correlation \| Statistischer Test \| Statistical test \| Regressionsanalyse \| Regression analysis

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