Rank 1 real Wishart spiked model (Q3165463)

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Rank 1 real Wishart spiked model
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    title
    Rank 1 real Wishart spiked model (English)
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    DOI
    10.1002/cpa.21415
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    author
    Man Yue Mo
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    publication date
    26 October 2012
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    Mathematics Subject Classification ID
    15B52
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    15A18
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    60B20
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    82B26
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    62H25
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    62J10
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    zbMATH DE Number
    6099396
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    zbMATH Keywords
    Wishart matrix
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    covariance matrix
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    eigenvalue distribution
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    phase transition
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    largest value distribution
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    principal component analysis
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    asymptotic behavior
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    Marchenko-Pastur law
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