Statistical inference for principal components of spiked covariance matrices (Q2131269)

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Statistical inference for principal components of spiked covariance matrices
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    Statistical inference for principal components of spiked covariance matrices (English)
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    25 April 2022
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    adaptive estimator
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    eigenvector
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    principal component
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    random matrix
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    sample covariance matrix
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    spiked model
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