Central limit theorems for eigenvalues in a spiked population model

• Main Authors: Bai, Z., Yao, J.-F.
• 其他作者: STATISTICS & APPLIED PROBABILITY
• 格式: Article
• 出版: 2014
• 主題: Central limit theorems; Extreme eigenvalues; Largest eigenvalue; Random quadratic forms; Random sesquilinear forms; Sample covariance matrices; Spiked population model
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/52816

10.1214/07-AIHP118