A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population
From MaRDI portal
Publication:5876942
DOI10.22342/jims.28.3.1158.272-303OpenAlexW4313644293MaRDI QIDQ5876942
Yohji Akama, Atina Husnaqilati
Publication date: 3 February 2023
Published in: Journal of the Indonesian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.12580
limiting spectral distributionMarčenko-Pastur distributionsample correlation matricesequi-correlated normal populationGuttman-Kaiser criterion
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- How many principal components? Stopping rules for determining the number of non-trivial axes revisited
- Principal component analysis.
- Rate of convergence in probability to the Marchenko-Pastur law
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- Largest entries of sample correlation matrices from equi-correlated normal populations
- A note on generalized inverses
- Some necessary conditions for common-factor analysis
- The Rate of Convergence of Spectra of Sample Covariance Matrices
- An Introduction to Random Matrices
- Asymptotic Statistics
- RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
- Large Sample Covariance Matrices and High-Dimensional Data Analysis
- Regression Analysis by Example
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Arzela's Dominated Convergence Theorem for the Riemann Integral
- Marchenko–Pastur law with relaxed independence conditions
