ON DETERMINING THE NUMBER OF SPIKES IN A HIGH-DIMENSIONAL SPIKED POPULATION MODEL (Q2893152)

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ON DETERMINING THE NUMBER OF SPIKES IN A HIGH-DIMENSIONAL SPIKED POPULATION MODEL
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    ON DETERMINING THE NUMBER OF SPIKES IN A HIGH-DIMENSIONAL SPIKED POPULATION MODEL (English)
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    26 June 2012
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    high-dimensional statistics
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    sample covariance matrices
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    factor model
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    extreme eigenvalues
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    tracy-widom laws
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