ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS (Q2884858)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS |
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ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS (English)
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18 May 2012
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sample covariance matrix
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spiked population model
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estimation
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extreme eigenvalues
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Stieltjes transformation
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consistency
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asymptotic normality
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