A Comparison of Methods for Approximating the Mean Eigenvalues of a Random Matrix

DOI10.1081/SAC-200040336zbMath1101.15302OpenAlexW2069489132MaRDI QIDQ3155661

Kellie B. Keeling, Robert J. Pavur

Publication date: 17 January 2005

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-200040336

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Cites Work

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• A rationale and test for the number of factors in factor analysis
• Jackknife estimation of the eigenvalues of the covariance matrix
• Inferential Theory for Factor Models of Large Dimensions
• Asymptotic Theory for Principal Component Analysis

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