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

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dc.contributor.authorVirta Joni
dc.contributor.organizationfi=tilastotiede|en=Statistics|
dc.contributor.organization-code1.2.246.10.2458963.20.42133013740
dc.converis.publication-id66895780
dc.converis.urlhttps://research.utu.fi/converis/portal/Publication/66895780
dc.date.accessioned2025-08-28T01:42:34Z
dc.date.available2025-08-28T01:42:34Z
dc.description.abstract<p>We extend a test of subsphericity to the high-dimensional Gaussian regime where the spikes diverge to infinity and <i>p</i>/<i>n</i> → {0, ∞}. The test is used to derive a consistent estimator for the latent dimension of the model.<br></p>
dc.identifier.eissn1879-2103
dc.identifier.jour-issn0167-7152
dc.identifier.olddbid207934
dc.identifier.oldhandle10024/190961
dc.identifier.urihttps://www.utupub.fi/handle/11111/57316
dc.identifier.urlhttps://www.sciencedirect.com/science/article/pii/S0167715221001711?via%3Dihub
dc.identifier.urnURN:NBN:fi-fe2021093048536
dc.language.isoen
dc.okm.affiliatedauthorVirta, Joni
dc.okm.discipline112 Statistics and probabilityen_GB
dc.okm.discipline112 Tilastotiedefi_FI
dc.okm.internationalcopublicationnot an international co-publication
dc.okm.internationalityInternational publication
dc.okm.typeA1 ScientificArticle
dc.publisherElsevier B.V.
dc.publisher.countryNetherlandsen_GB
dc.publisher.countryAlankomaatfi_FI
dc.publisher.country-codeNL
dc.relation.articlenumber109209
dc.relation.doi10.1016/j.spl.2021.109209
dc.relation.ispartofjournalStatistics and Probability Letters
dc.relation.volume179
dc.source.identifierhttps://www.utupub.fi/handle/10024/190961
dc.titleTesting for subsphericity when n and p are of different asymptotic order
dc.year.issued2021

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