Central limit theorem for the spiked eigenvalues of separable sample covariance matrices
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...
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| 格式: | Theses and Dissertations |
| 語言: | English |
| 出版: |
2017
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/70338 |
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