Edgeworth correction for the largest eigenvalue in a spiked PCA model (Q4558600)
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scientific article; zbMATH DE number 6983069
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| English | Edgeworth correction for the largest eigenvalue in a spiked PCA model |
scientific article; zbMATH DE number 6983069 |
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Edgeworth correction for the largest eigenvalue in a spiked PCA model (English)
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22 November 2018
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Edgeworth expansion
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Roy's statistic
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spiked PCA model
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covariance matrix
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0.772111713886261
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0.7648175358772278
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0.7610437273979187
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0.75823974609375
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