Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices |
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Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (English)
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7 December 2020
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central limit theorem (CLT)
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generalized four moment theorem
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high-dimensional covariance matrix
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random matrix theory
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spiked model
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