Central limit theorems for eigenvalues in a spiked population model (Q731681): Difference between revisions

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-Zhi-Dong Bai
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-Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
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@@ Property / author @@
+Zhi-Dong Bai
@@ Property / author: Zhi-Dong Bai / rank @@
+Normal rank
@@ Property / author @@
+Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
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+MaRDI publication profile
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+.2503
@@ Property / arXiv ID: 0806.2503 / rank @@
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+Q3718864
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+Q4267666
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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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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+Matrix Analysis
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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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+Q4001740
@@ Property / cites work: Q4001740 / rank @@
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+Q5449216
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+Q4272483
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+W3098139351
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@@ links / mardi / name / links / mardi / name @@
+Publication:731681