Asymptotics of empirical eigenstructure for high dimensional spiked covariance (Q2012938)
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scientific article
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| English | Asymptotics of empirical eigenstructure for high dimensional spiked covariance |
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Asymptotics of empirical eigenstructure for high dimensional spiked covariance (English)
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3 August 2017
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asymptotic distributions
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principal component analysis
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diverging eigenvalues
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approximate factor model
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relative risk management
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false discovery proportion
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