Erratum to: ``Central limit theorems for eigenvalues in a spiked population model

DOI10.1214/20-AIHP1078zbMATH Open1466.62256OpenAlexW4241039528MaRDI QIDQ2041796

Zhidong Bai, Jian-Feng Yao

Publication date: 23 July 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/20-aihp1078

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

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On sample eigenvalues in a generalized spiked population model

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