On determining the number of spikes in a high-dimensional spiked population model (Q2893152)
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scientific article; zbMATH DE number 6049959
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| English | On determining the number of spikes in a high-dimensional spiked population model |
scientific article; zbMATH DE number 6049959 |
Statements
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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On determining the number of spikes in a high-dimensional spiked population model (English)
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0.8683842420578003
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0.8539515137672424
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0.8539161086082458
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0.853707492351532
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0.8239735960960388
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