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Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models - MaRDI portal

Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034)

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scientific article; zbMATH DE number 7376758
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English
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
scientific article; zbMATH DE number 7376758

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    Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (English)
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    30 July 2021
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    eigenstructure
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    sample correlation
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    spiked models
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