Refereed journal article or data article (A1)

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

List of AuthorsVirta Joni

PublisherElsevier B.V.

Publication year2021

JournalStatistics and Probability Letters

Journal name in sourceStatistics and Probability Letters

Volume number179




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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