A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6320303
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on the CLT of the LSS for sample covariance matrix from a spiked population model |
scientific article; zbMATH DE number 6320303 |
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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8563688397407532
0 references
0.816775381565094
0 references
0.8080399632453918
0 references
0.8041796088218689
0 references
