Central limit theorems for eigenvalues in a spiked population model

10.1214/07-AIHP118

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Main Authors: Bai, Z., Yao, J.-F.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/52816
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-528162023-10-30T08:54:05Z Central limit theorems for eigenvalues in a spiked population model Bai, Z. Yao, J.-F. STATISTICS & APPLIED PROBABILITY Central limit theorems Extreme eigenvalues Largest eigenvalue Random quadratic forms Random sesquilinear forms Sample covariance matrices Spiked population model 10.1214/07-AIHP118 Annales de l'institut Henri Poincare (B) Probability and Statistics 44 3 447-474 AHPBA 2014-05-19T02:50:27Z 2014-05-19T02:50:27Z 2008-06 Article Bai, Z., Yao, J.-F. (2008-06). Central limit theorems for eigenvalues in a spiked population model. Annales de l'institut Henri Poincare (B) Probability and Statistics 44 (3) : 447-474. ScholarBank@NUS Repository. https://doi.org/10.1214/07-AIHP118 02460203 http://scholarbank.nus.edu.sg/handle/10635/52816 000256781500003 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Central limit theorems
Extreme eigenvalues
Largest eigenvalue
Random quadratic forms
Random sesquilinear forms
Sample covariance matrices
Spiked population model
spellingShingle Central limit theorems
Extreme eigenvalues
Largest eigenvalue
Random quadratic forms
Random sesquilinear forms
Sample covariance matrices
Spiked population model
Bai, Z.
Yao, J.-F.
Central limit theorems for eigenvalues in a spiked population model
description 10.1214/07-AIHP118
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Bai, Z.
Yao, J.-F.
format Article
author Bai, Z.
Yao, J.-F.
author_sort Bai, Z.
title Central limit theorems for eigenvalues in a spiked population model
title_short Central limit theorems for eigenvalues in a spiked population model
title_full Central limit theorems for eigenvalues in a spiked population model
title_fullStr Central limit theorems for eigenvalues in a spiked population model
title_full_unstemmed Central limit theorems for eigenvalues in a spiked population model
title_sort central limit theorems for eigenvalues in a spiked population model
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/52816
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