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Article: Estimation of the number of spikes, possibly equal, in the high-dimensional case
| Title | Estimation of the number of spikes, possibly equal, in the high-dimensional case |
|---|---|
| Authors | |
| Keywords | High-dimensional covariance matrix Random matrix theory Spiked population model Tracy-Widom law |
| Issue Date | 2014 |
| Publisher | Academic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmva |
| Citation | Journal of Multivariate Analysis, 2014, v. 127, p. 173-183 How to Cite? |
| Persistent Identifier | http://hdl.handle.net/10722/200918 |
| ISSN | 2021 Impact Factor: 1.387 2020 SCImago Journal Rankings: 1.283 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Passemier, D | en_US |
| dc.contributor.author | Yao, JJ | en_US |
| dc.date.accessioned | 2014-08-21T07:07:09Z | - |
| dc.date.available | 2014-08-21T07:07:09Z | - |
| dc.date.issued | 2014 | en_US |
| dc.identifier.citation | Journal of Multivariate Analysis, 2014, v. 127, p. 173-183 | en_US |
| dc.identifier.issn | 0047-259X | - |
| dc.identifier.uri | http://hdl.handle.net/10722/200918 | - |
| dc.language | eng | en_US |
| dc.publisher | Academic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmva | - |
| dc.relation.ispartof | Journal of Multivariate Analysis | en_US |
| dc.rights | NOTICE: this is the author’s version of a work that was accepted for publication in Journal of Multivariate Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Multivariate Analysis , 2014, v. 127, p. 173-183. DOI: 10.1016/j.jmva.2014.02.017 | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.subject | High-dimensional covariance matrix | - |
| dc.subject | Random matrix theory | - |
| dc.subject | Spiked population model | - |
| dc.subject | Tracy-Widom law | - |
| dc.title | Estimation of the number of spikes, possibly equal, in the high-dimensional case | en_US |
| dc.type | Article | en_US |
| dc.identifier.email | Yao, JJ: jeffyao@hku.hk | en_US |
| dc.identifier.authority | Yao, JJ=rp01473 | en_US |
| dc.description.nature | postprint | - |
| dc.identifier.doi | 10.1016/j.jmva.2014.02.017 | - |
| dc.identifier.scopus | eid_2-s2.0-84896500207 | - |
| dc.identifier.hkuros | 233564 | en_US |
| dc.identifier.volume | 127 | en_US |
| dc.identifier.spage | 173 | en_US |
| dc.identifier.epage | 183 | en_US |
| dc.identifier.isi | WOS:000334819700013 | - |
| dc.publisher.place | United States | - |
| dc.identifier.issnl | 0047-259X | - |