Order Determination for Spiked Type Models
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DOI: 10.5705/ss.202020.0089
Abstract: Motivated by dimension reduction in the context of regression analysis and signal detection, we investigate the order determination for large-dimensional matrices, including spiked-type models, in which the numbers of covariates are proportional to the sample… read more here.
Keywords: type models; spiked type; determination spiked; order determination ... See more keywords