This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form WN = Σ½ XX*Σ½. Here, X = (xij) M, N is ...
We consider two-sample tests for high-dimensional data under two disjoint models: the strongly spiked eigenvalue (SSE) model and the non-SSE (NSSE) model. We provide a general test statistic as a ...
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