CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482)
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scientific article; zbMATH DE number 7627000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures |
scientific article; zbMATH DE number 7627000 |
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CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (English)
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6 December 2022
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central limit theorem
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Gaussian mixture
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large covariance matrix
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spiked eigenvalues
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