Large sample correlation matrices with unbounded spectrum
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Publication:6656667
DOI10.1016/J.JMVA.2024.105373MaRDI QIDQ6656667
Publication date: 3 January 2025
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
principal component analysislimiting spectral distributionfactor modelsample correlation matrixspiked eigenvalues
Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Multivariate analysis (62Hxx)
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