RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Zhi-Dong Bai / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Shurong Zheng / rank | |||
Normal rank | |||
Revision as of 15:06, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices |
scientific article |
Statements
RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (English)
0 references
1 June 2022
0 references
high-dimensional covariance matrix
0 references
random matrix theory
0 references
spiked model
0 references
central limit theorem
0 references
ratio of dimension to sample size
0 references
ultra-high dimension
0 references
