Refereed journal article or data article (A1)

Testing for subsphericity when n and p are of different asymptotic order



List of Authors: Virta Joni

Publisher: Elsevier B.V.

Publication year: 2021

Journal: Statistics and Probability Letters

Journal name in source: Statistics and Probability Letters

Volume number: 179

eISSN: 1879-2103

DOI: http://dx.doi.org/10.1016/j.spl.2021.109209

URL: https://www.sciencedirect.com/science/article/pii/S0167715221001711?via%3Dihub

Self-archived copy’s web address: https://research.utu.fi/converis/portal/detail/Publication/66895780


Abstract

We extend a test of subsphericity to the high-dimensional Gaussian regime where the spikes diverge to infinity and p/n → {0, ∞}. The test is used to derive a consistent estimator for the latent dimension of the model.


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Last updated on 2022-19-12 at 16:00