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Two-sample tests for high-dimension, strongly spiked eigenvalue models
8 February 2016
M. Aoshima
K. Yata
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Papers citing
"Two-sample tests for high-dimension, strongly spiked eigenvalue models"
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Automatic sparse PCA for high-dimensional data
Statistica sinica (SS), 2022
K. Yata
M. Aoshima
297
6
0
29 Sep 2022
Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
Journal of Multivariate Analysis (JMA), 2020
Koji Tsukuda
Shun Matsuura
189
0
0
04 May 2020
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