Central limit theorems for eigenvalues in a spiked population model (Q731681)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorems for eigenvalues in a spiked population model |
scientific article |
Statements
Central limit theorems for eigenvalues in a spiked population model (English)
0 references
8 October 2009
0 references
sample covariance matrices
0 references
spiked population model
0 references
central limit theorems
0 references
largest eigenvalue
0 references
extreme eigenvalues
0 references
random sesquilinear forms
0 references
random quadratic forms
0 references
0 references
