Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes (Q2034460)
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scientific article; zbMATH DE number 7361734
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| English | Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes |
scientific article; zbMATH DE number 7361734 |
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Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes (English)
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22 June 2021
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extreme eigenvalue
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Fisher matrix
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phase transition phenomenon
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random matrix theory
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spiked population model
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0.9489031
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0.9195466
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0.90878963
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0.88944227
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0.8861289
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0.8847201
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0.8811073
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0.87957627
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