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Asymptotic joint distribution of extreme eigenvalues and trace of large
  sample covariance matrix in a generalized spiked population model

Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model

23 June 2019
Zeng Li
Fang Han
Jianfeng Yao
ArXivPDFHTML

Papers citing "Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model"

1 / 1 papers shown
Title
Asymptotic independence of point process and Frobenius norm of a large
  sample covariance matrix
Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix
Johannes Heiny
Carolin Kleemann
23
0
0
27 Feb 2023
1