Order Determination for Spiked Type Models (Q5089462)
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scientific article; zbMATH DE number 7559729
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Order Determination for Spiked Type Models |
scientific article; zbMATH DE number 7559729 |
Statements
Order Determination for Spiked Type Models (English)
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19 July 2022
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auto-covariance matrix
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factor model
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finite-rank perturbation
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Fisher matrix
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phase transition
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ridge ratio
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spiked population model
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0.901286005973816
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0.7874292731285095
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0.7532811760902405
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0.7478030920028687
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0.7300283908843994
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