Estimation of the number of spikes, possibly equal, in the high-dimensional case

Journal of Multivariate Analysis

Volumn 127, Issue , 2014, Pages 173-183

  Passemier, Damien ^a   Yao, Jianfeng ^b  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

High dimensional covariance matrix; Random matrix theory; Spiked population model; Tracy Widom law

Indexed keywords

EID: 84896500207     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2014.02.017     Document Type: Article

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