ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS
DOI10.1142/S2010326311500110zbMath1251.15037OpenAlexW2147517133MaRDI QIDQ2884858
Publication date: 18 May 2012
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s2010326311500110
estimationconsistencyasymptotic normalityextreme eigenvaluessample covariance matrixStieltjes transformationspiked population model
Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17) Analysis of variance and covariance (ANOVA) (62J10)
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