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Results: 3
SIGNAL DETECTION IN HIGH DIMENSION: THE MULTISPIKED CASE
Authors:
Alexei Onatski Marcelo J. Moreira Marc Hallin
Citation:
Alexei Onatski et al., SIGNAL DETECTION IN HIGH DIMENSION: THE MULTISPIKED CASE, Annals of statistics , 42(1), 2014, pp. 225-254
ASYMPTOTIC POWER OF SPHERICITY TESTS FOR HIGH-DIMENSIONAL DATA
Authors:
Alexei Onatski Marcelo J. Moreira Marc Hallin
Citation:
Alexei Onatski et al., ASYMPTOTIC POWER OF SPHERICITY TESTS FOR HIGH-DIMENSIONAL DATA, Annals of statistics , 41(3), 2013, pp. 1204-1231
Testing in high-dimensional spiked models
Authors:
Iain M. Johnstone Alexei Onatski
Citation:
Iain M. Johnstone et Alexei Onatski, Testing in high-dimensional spiked models, Annals of statistics , 48(3), 2020, pp. 1231-1254
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