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Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 44, Issue 3, 2008, Pages 447-474

Erratum: Central limit theorems for eigenvalues in a spiked population model (Annales de l'Institut Henri Poincaré - Probabilités et Statistiques (2008) 44:3 (447-474) DOI: 10.1214/07-AIHP118);Central limit theorems for eigenvalues in a spiked population model

(2) Bai, Zhidong a,b Yao, Jian Feng c

a NORTHEAST NORMAL UNIVERSITY (China)

b NATIONAL UNIVERSITY OF SINGAPORE (Singapore)

c UNIVERSITÉ DE RENNES 1 (France)

Author keywords

Central limit theorems; Extreme eigenvalues; Largest eigenvalue; Random quadratic forms; Random sesquilinear forms; Sample covariance matrices; Spiked population model

Indexed keywords

EID: 63849341672 PISSN: 02460203 EISSN: 02460203 Source Type: Journal
DOI: 10.1214/20-AIHP1078 Document Type: Erratum

Times cited : (189)

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