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Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components.
Koji Tsukuda
Shun Matsuura
Published in:
J. Multivar. Anal. (2021)
Keyphrases
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hypothesis testing
principal components
principal component analysis
statistical tests
likelihood ratio
dimensionality reduction
positive definite
data sets
data mining
similarity measure
pattern recognition
monte carlo
hypothesis test
test statistic