On sample eigenvalues in a generalized spiked population model (Q765838): Difference between revisions

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+Zhi-Dong Bai
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+Jian-feng Yao
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+MaRDI publication profile
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+W1901790663
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+.1141
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+Exact separation of eigenvalues of large dimensional sample covariance matrices
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+Q3551026
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+Central limit theorems for eigenvalues in a spiked population model
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
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+The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
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+The largest eigenvalue of rank one deformation of large Wigner matrices
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+On the distribution of the largest eigenvalue in principal components analysis
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Q5449216
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+The largest eigenvalue of small rank perturbations of Hermitian random matrices
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+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
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+Analysis of the limiting spectral distribution of large dimensional random matrices
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