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On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence

On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence

Zeng Li
Cheng-Long Wang
Qinwen Wang
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Papers citing "On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence"

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Title
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
D. Morales-Jiménez
Iain M. Johnstone
M. Mckay
Jeha Yang
54
29
0
24 Oct 2018

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