On sample eigenvalues in a generalized spiked population model
From MaRDI portal
Publication:765838
DOI10.1016/j.jmva.2011.10.009zbMath1301.62049arXiv0806.1141OpenAlexW1901790663MaRDI QIDQ765838
Publication date: 22 March 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0806.1141
largest eigenvaluecentral limit theoremsextreme eigenvaluesspiked population modelsample covariance matrices
Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)
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