
A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications
Author(s) -
Dandan Jiang
Publication year - 2024
Publication title -
statistica sinica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.24
H-Index - 77
eISSN - 1996-8507
pISSN - 1017-0405
DOI - 10.5705/ss.202021.0346
Subject(s) - mathematics , estimator , test statistic , statistics , covariance matrix , population , gaussian , covariance , statistic , statistical hypothesis testing , physics , demography , quantum mechanics , sociology