On sample eigenvalues in a generalized spiked population model

Journal of Multivariate Analysis

Volumn 106, Issue , 2012, Pages 167-177

  Bai, Zhidong ^a   Yao, Jianfeng ^b  

^a NORTHEAST NORMAL UNIVERSITY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Central limit theorems; Extreme eigenvalues; Largest eigenvalue; Primary; Sample covariance matrices; Secondary; Spiked population model

Indexed keywords

EID: 84855813409     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2011.10.009     Document Type: Article

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