Order determination for spiked-type models with a divergent number of spikes

DOI10.1016/j.csda.2023.107704OpenAlexW4319068293MaRDI QIDQ6168911

Publication date: 11 July 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2023.107704

zbMATH Keywords

principal component analysis phase transition Fisher matrix spiked model ridge ratio

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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