Testing Equality of Principal Eigenvectors of Spiked Covariance Matrices

Fuente: Zenodo

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Détails bibliographiques
Auteur principal:	Mestre, X.
Format:	Recurso digital
Publié:	Zenodo 2025
Sujets:	Asymptotic analysis Computation theory Eigenvalues and eigenfunctions Principal component analysis Random variables Signal processing Statistical tests Binary hypothesis tests Covariance matrices Eigenvector test High-dimensional Higher-dimensional Multivariate time series Principal Components Principal eigenvectors Random matrices theory Spiked covariance matrix Covariance matrix
Accès en ligne:	Acceder al recurso
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