The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications
DOI10.1016/j.jspi.2021.03.004zbMath1473.62159arXiv1912.02819OpenAlexW3151803186MaRDI QIDQ2242854
Jiang Hu, Zhi-Qiang Hou, Dandan Jiang
Publication date: 10 November 2021
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.02819
consistent estimatorlimiting spectral distributionalmost sure limitsgeneralized spiked Fisher matrix
Factor analysis and principal components; correspondence analysis (62H25) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cites Work
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