Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265)

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Estimation of the number of spikes, possibly equal, in the high-dimensional case
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    Estimation of the number of spikes, possibly equal, in the high-dimensional case (English)
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    7 April 2014
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    spiked population model
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    high-dimensional covariance matrix
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    random matrix theory
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    Tracy-Widom law
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