A note on the CLT of the LSS for sample covariance matrix from a spiked population model

Qinwen Wang, Jack W. Silverstein, Jianfeng Yao

Type: Article

Publication Date: 2014-05-14

Citations: 24

DOI: https://doi.org/10.1016/j.jmva.2014.04.021

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Journal of Multivariate Analysis - View
arXiv (Cornell University) - View - PDF

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Works Cited by This (26)

Action	Title	Year	Authors
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	On sample eigenvalues in a generalized spiked population model	2011	Zhidong Bai Jianfeng Yao
+	Testing Hypotheses About the Number of Factors in Large Factor Models	2009	Alexei Onatski
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein
+ PDF Chat	Determining the Number of Factors from Empirical Distribution of Eigenvalues	2010	Alexei Onatski
+	Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices	1995	Jack W. Silverstein Sang Il Choi
+	Free Convolution with a Semicircular Distribution and Eigenvalues of Spiked Deformations of Wigner Matrices	2011	Mireille Capitaine Catherine Donati-Martin Delphine Féral Maxime Février
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur