The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (Q3069151)

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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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