Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265)
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English | Estimation of the number of spikes, possibly equal, in the high-dimensional case |
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Estimation of the number of spikes, possibly equal, in the high-dimensional case (English)
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7 April 2014
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spiked population model
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high-dimensional covariance matrix
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random matrix theory
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Tracy-Widom law
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