Order Determination for Spiked Type Models (Q5089462)

From MaRDI portal





scientific article; zbMATH DE number 7559729
Language Label Description Also known as
English
Order Determination for Spiked Type Models
scientific article; zbMATH DE number 7559729

    Statements

    Order Determination for Spiked Type Models (English)
    0 references
    0 references
    0 references
    19 July 2022
    0 references
    auto-covariance matrix
    0 references
    factor model
    0 references
    finite-rank perturbation
    0 references
    Fisher matrix
    0 references
    phase transition
    0 references
    ridge ratio
    0 references
    spiked population model
    0 references

    Identifiers