Eigenvalues of large sample covariance matrices of spiked population models

Journal of Multivariate Analysis

Volumn 97, Issue 6, 2006, Pages 1382-1408

  Baik, Jinho ^a   Silverstein, Jack W ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Almost sure limits; Eigenvalues; Non null case; Sample covariance matrices; Spiked population models

Indexed keywords

EID: 33646507506     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2005.08.003     Document Type: Article

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