Pages that link to "Item:Q3069151"
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The following pages link to The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (Q3069151):
Displayed 10 items.
- The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
- Limits of spiked random matrices. I (Q365716) (← links)
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- The spectral edge of some random band matrices (Q624933) (← links)
- Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
- Central limit theorems for eigenvalues of deformations of Wigner matrices (Q2428947) (← links)
- Signal detection in high dimension: the multispiked case (Q2448730) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Rank 1 real Wishart spiked model (Q3165463) (← links)