Consistent Estimators of the Population Covariance Matrix and Its Reparameterizations by Chia-Hsuan Tsai, Ming-Tien Tsai

“…The novel estimator is used to establish that the optimal decomposite <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msubsup><mi>T</mi><mrow><mi>T</mi></mrow><mn>2</mn></msubsup></semantics></math></inline-formula>-test has been retained. A high-dimensional statistical hypothesis testing problem is used to carry out statistical inference for high-dimensional principal component analysis-related problems without the sparsity assumption. …”
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