Correlation tests and sample spectral coherence matrix in the high-dimensional regime

Philippe Loubaton, Alexis Rosuel, Pascal Vallet

Open source

DOI
10.1214/25-ejs2467
Published
2025-01-01
Container
Electronic Journal of Statistics
Publisher
Institute of Mathematical Statistics
Open access
unknown

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BibTeX

@article{allodium:10.1214/25-ejs2467,
  title = {Correlation tests and sample spectral coherence matrix in the high-dimensional regime},
  author = {Philippe Loubaton and Alexis Rosuel and Pascal Vallet},
  year = {2025},
  journal = {Electronic Journal of Statistics},
  doi = {10.1214/25-ejs2467},
  url = {https://doi.org/10.1214/25-ejs2467}
}

RIS

TY  - JOUR
TI  - Correlation tests and sample spectral coherence matrix in the high-dimensional regime
AU  - Philippe Loubaton
AU  - Alexis Rosuel
AU  - Pascal Vallet
PY  - 2025
JO  - Electronic Journal of Statistics
DO  - 10.1214/25-ejs2467
UR  - https://doi.org/10.1214/25-ejs2467
ER  - 

APA

Loubaton, P., Rosuel, A., & Vallet, P. (2025). Correlation tests and sample spectral coherence matrix in the high-dimensional regime. Electronic Journal of Statistics. https://doi.org/10.1214/25-ejs2467

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