Testing in high-dimensional spiked models
نویسندگان
چکیده
منابع مشابه
Testing in high-dimensional spiked models
We consider five different classes of multivariate statistical problems identified by James (1964). Each of these problems is related to the eigenvalues of E−1H where H and E are proportional to high-dimensional Wishart matrices. Under the null hypothesis, both Wisharts are central with identity covariance. Under the alternative, the non-centrality or the covariance parameter of H has a single ...
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مدلهای گارچ در فضاهای هیلبرت پایان نامه حاضر شامل دو بخش می باشد. در قسمت اول مدلهای اتورگرسیو تعمیم یافته مشروط به ناهمگنی واریانس در فضاهای هیلبرت را معرفی، مفاهیم ریاضی مورد نیاز در تحلیل این مدلها در دامنه زمان را مطرح کرده و آنها را مورد بررسی قرار می دهیم. بر اساس پیشرفتهایی که اخیرا در زمینه تئوری داده های تابعی و آماره های عملگری ایجاد شده است، فرآیندهایی که دارای مقادیر در فضاهای ...
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Rotationally symmetric distributions on the p -dimensional unit hypersphere, extremely popular in directional statistics, involve a location parameter θ that indicates the direction of the symmetry axis. The most classical way of addressing the spherical location problem H0 : θ = θ0 , with θ0 a fixed location, is the so-called Watson test, which is based on the sample mean of the observations. ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2020
ISSN: 0090-5364
DOI: 10.1214/18-aos1697