高维非中心Fisher矩阵的极限谱分布及其分析

2022.09.02

投稿:龚惠英部门:理学院浏览次数:

活动信息

时间: 2022年09月04日 14:30

地点: 腾讯会议

报告题目 (Title):Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis (高维非中心Fisher矩阵的极限谱分布及其分析)

报告人 (Speaker):胡江 教授(东北师范大学)

报告时间 (Time):2022年9月4日 (周日) 14:30

报告地点 (Place):腾讯会议(会议号:642-624-192)

邀请人(Inviter):张阳春

主办部门:理学院数学系

报告摘要:Fisher matrix is one of the most important statistics in multivariate statistical analysis. Its eigenvalues are of primary importance for many applications, such as testing the equality of mean vectors, testing the equality of covariance matrices and signal detection problems. In this paper, we establish the limiting spectral distribution of high-dimensional noncentral Fisher matrices and investigate its analytic behavior. In particular, we show the determination criterion for the support of the limiting spectral distribution of the noncentral Fisher matrices, which is the base of investigating the high-dimensional problems concerned with noncentral Fisher matrices.

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