Browsing Produção Intelectual em Bases Externas by Author "Hallin, Marc"

Now showing items 1-2 of 2

    • Asymptotic power of sphericity tests for high-dimensional data 

      Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
      2013-06
      This paper studies the asymptotic power of tests of sphericity against perturbations in a single unknown direction as both the dimensionality of the data and the number of observations go to infinity. We establish the ...

    • Signal detection in high dimension: the multispiked case 

      Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
      2014-02
      This paper applies Le Cam's asymptotic theory of statistical experiments to the signal detection problem in high dimension. We consider the problem of testing the null hypothesis of sphericity of a high-dimensional covariance ...