Central limit theorems for eigenvalues in a spiked population model (Q731681)
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English | Central limit theorems for eigenvalues in a spiked population model |
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Central limit theorems for eigenvalues in a spiked population model (English)
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8 October 2009
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sample covariance matrices
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spiked population model
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central limit theorems
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largest eigenvalue
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extreme eigenvalues
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random sesquilinear forms
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random quadratic forms
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