On Determining the Number of Spikes in A High-Dimensional Spiked Population Model

Random Matrices: Theory and Application

Volumn 1, Issue 1, 2012, Pages

  Passemier, Damien ^a   Yao, Jian Feng ^b  

^a UNIVERSITÉ DE RENNES 1   (France)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

extreme eigenvalues; factor model; high dimensional statistics; sample covariance matrices; Spiked population model; Tracy Widom laws

Indexed keywords

EID: 84928499652     PISSN: 20103263     EISSN: 20103271     Source Type: Journal    
DOI: 10.1142/S201032631150002X     Document Type: Article

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