Central limit theorem for the spiked eigenvalues of separable sample covariance matrices

• المؤلف الرئيسي: Zhang, Bo
• مؤلفون آخرون: Pan Guangming
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2017
• الموضوعات: DRNTU::Science::Mathematics::Statistics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/70338
• المؤسسة: Nanyang Technological University

This thesis is concerned about the central limit theorems for the spiked eigenvalues of separable sample covariance matrices and their applications. The first problem is to test a p-dimensional time series model with unit root. We establish both the convergence in probability and the asymptot...