Central limit theorems for eigenvalues in a spiked population model

Central limit theorems for eigenvalues in a spiked population model

Annales de l'institut Henri Poincare (B) Probability and Statistics

Saved in:
Bibliographic Details
Main Authors: Bai, Z., Yao, J.-F.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Central limit theorems
Extreme eigenvalues
Largest eigenvalue
Random quadratic forms
Random sesquilinear forms
Sample covariance matrices
Spiked population model
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105050
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/105050

Similar Items