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The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications - MaRDI portal

The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854)

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The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications
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    The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (English)
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    10 November 2021
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    generalized spiked Fisher matrix
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    limiting spectral distribution
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    almost sure limits
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    consistent estimator
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