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Testing in high-dimensional spiked models

Testing in high-dimensional spiked models

24 September 2015
Iain M. Johnstone
A. Onatski
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Papers citing "Testing in high-dimensional spiked models"

3 / 3 papers shown
Title
Hypothesis testing on invariant subspaces of non-symmetric matrices with applications to network statistics
Hypothesis testing on invariant subspaces of non-symmetric matrices with applications to network statistics
Jerome R. Simons
16
0
0
31 Mar 2023
Tracy-Widom distribution for heterogeneous Gram matrices with
  applications in signal detection
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection
Xiucai Ding
Fan Yang
15
15
0
10 Aug 2020
Cointegration in large VARs
Cointegration in large VARs
A. Bykhovskaya
V. Gorin
18
8
0
25 Jun 2020
1