RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788): Difference between revisions

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+https://doi.org/10.1016/j.spl.2022.109501
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+W4223458417
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+Q114130462
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@@ Property / cites work @@
+An Introduction to Random Matrices
@@ Property / cites work: An Introduction to Random Matrices / rank @@
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+ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS
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+Determining the Number of Factors in Approximate Factor Models
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+Spectral analysis of large dimensional random matrices
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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