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Joint density of eigenvalues in spiked multivariate models
The classical methods of multivariate analysis are based on the eigenvalues of one or two sample covariance matrices. In many applications of these methods, for example to high dimensional data, it is natural to consider alternative hypotheses which are a low rank departure from the null hypothesis....
Tallennettuna:
| Päätekijät: | , |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
2014
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| Aiheet: | |
| Linkit: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4159168/ https://ncbi.nlm.nih.gov/pubmed/25221357 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/sta4.58 |
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