A note on spiked Wishart matrices (Q2406768)

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English	A note on spiked Wishart matrices	scientific article

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scholarly article

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A note on spiked Wishart matrices (English)

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Statistics \& Probability Letters

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publication date

6 October 2017

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zbMATH Keywords

BBP phase transition

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GUE

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largest eigenvalue

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sample covariance matrices

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.spl.2017.03.019

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Central limit theorems for eigenvalues in a spiked population model

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Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

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Limits of spiked random matrices. II

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Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero

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On the condition number of the critically-scaled Laguerre unitary ensemble

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Rank 1 real Wishart spiked model

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The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I

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Identifiers

zbMATH Open document ID

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10.1016/j.spl.2017.03.019

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2406768

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