Central limit theorems for eigenvalues in a spiked population model

• 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
• Institution: National University of Singapore

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