A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population (Q5876942)

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scientific article; zbMATH DE number 7649043
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A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population
scientific article; zbMATH DE number 7649043

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    A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population (English)
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    3 February 2023
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    Guttman-Kaiser criterion
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    equi-correlated normal population
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    MarĨenko-Pastur distribution
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    sample correlation matrices
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    limiting spectral distribution
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