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20112023
most citedA review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices

32 citations · 99 across the 26 of their papers we have counts for

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math.ST2021

Spiked eigenvalues of noncentral Fisher matrix with applications

Xiaozhuo Zhang, Zhiqiang Hou, Zhidong Bai +1

In this paper, we investigate the asymptotic behavior of spiked eigenvalues of the noncentral Fisher matrix defined by , where ${\mat…