The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (Q3069151)
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English | The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case |
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The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (English)
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24 January 2011
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covariance matrices
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eigenvalues and eigenfunctions
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fluctuations
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