A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894): Difference between revisions

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-Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
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+Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
+Normal rank
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+MaRDI publication profile
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+Normal rank
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+W1978528291
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+Normal rank
@@ Property / Wikidata QID @@
+Q57441410
@@ Property / Wikidata QID: Q57441410 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.6164
@@ Property / arXiv ID: 1304.6164 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
+Normal rank
@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
+Normal rank
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Eigenvalues of large sample covariance matrices of spiked population models
+Normal rank
@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
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@@ Property / cites work @@
+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
@@ Property / cites work @@
+Central limit theorems for eigenvalues in a spiked population model
+Normal rank
@@ Property / cites work @@
+On sample eigenvalues in a generalized spiked population model
+Normal rank
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+Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
+Normal rank
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+The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
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+Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
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+On the distribution of the largest eigenvalue in principal components analysis
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+Non-Parametric Detection of the Number of Signals: Hypothesis Testing and Random Matrix Theory
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Asymptotic power of sphericity tests for high-dimensional data
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@@ Property / cites work @@
+ON DETERMINING THE NUMBER OF SPIKES IN A HIGH-DIMENSIONAL SPIKED POPULATION MODEL
+Normal rank
@@ Property / cites work @@
+Q5449216
@@ Property / cites work: Q5449216 / rank @@
+Normal rank
@@ Property / cites work @@
+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
+Normal rank