Central limit theorems for eigenvalues in a spiked population model (Q731681)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5611448
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Central limit theorems for eigenvalues in a spiked population model |
scientific article; zbMATH DE number 5611448 |
Statements
Central limit theorems for eigenvalues in a spiked population model (English)
0 references
8 October 2009
0 references
sample covariance matrices
0 references
spiked population model
0 references
central limit theorems
0 references
largest eigenvalue
0 references
extreme eigenvalues
0 references
random sesquilinear forms
0 references
random quadratic forms
0 references
0 references
0.8918774127960205
0 references
0.8880833983421326
0 references
0.8841570615768433
0 references
0.8553789854049683
0 references
