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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+Q3796553
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Spectral analysis of large dimensional random matrices
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Central limit theorems for eigenvalues in a spiked population model
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+On sample eigenvalues in a generalized spiked population model
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+Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
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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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+ON DETERMINING THE NUMBER OF SPIKES IN A HIGH-DIMENSIONAL SPIKED POPULATION MODEL
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+Q5449216
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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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