Identity tests for high dimensional data using RMT
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DOI: 10.1016/j.jmva.2013.03.015
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Cited by:
- Yang, Xinxin & Zheng, Xinghua & Chen, Jiaqi, 2021. "Testing high-dimensional covariance matrices under the elliptical distribution and beyond," Journal of Econometrics, Elsevier, vol. 221(2), pages 409-423.
- Wang, Cheng, 2014. "Asymptotic power of likelihood ratio tests for high dimensional data," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 184-189.
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Keywords
High dimensional data; Identity test; Random matrix theory (RMT);All these keywords.
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