Joint density of eigenvalues in spiked multivariate models

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DOI10.1002/sta4.58arXiv1406.0267WikidataQ42093873 ScholiaQ42093873MaRDI QIDQ6252002

Iain M. Johnstone, Prathapasinghe Dharmawansa

Publication date: 2 June 2014

Mathematics Subject Classification ID

Statistics (62-XX)

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