Large sample correlation matrices with unbounded spectrum

DOI10.1016/J.JMVA.2024.105373MaRDI QIDQ6656667FDOQ6656667

Publication date: 3 January 2025

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

factor model principal component analysis limiting spectral distribution sample correlation matrix spiked eigenvalues

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Multivariate analysis (62Hxx)

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