Central limit theorems for eigenvalues in a spiked population model

Central limit theorems for eigenvalues in a spiked population model

10.1214/07-AIHP118

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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/10635/52816
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/52816

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