A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the CLT of the LSS for sample covariance matrix from a spiked population model |
scientific article |
Statements
A note on the CLT of the LSS for sample covariance matrix from a spiked population model (English)
0 references
24 July 2014
0 references
large-dimensional sample covariance matrices
0 references
spiked population model
0 references
central limit theorem
0 references
centering parameter
0 references
factor models
0 references
