The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case
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Publication:3069151
DOI10.1063/1.3155785zbMath1342.62100arXiv0812.2320MaRDI QIDQ3069151
Sandrine Péché, Delphine Féral
Publication date: 24 January 2011
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0812.2320
62H25: Factor analysis and principal components; correspondence analysis
05C80: Random graphs (graph-theoretic aspects)
05C50: Graphs and linear algebra (matrices, eigenvalues, etc.)
15A18: Eigenvalues, singular values, and eigenvectors
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