Asymptotics of empirical eigenstructure for high dimensional spiked covariance

Weichen Wang, Jianqing Fan

Type: Article

Publication Date: 2017-06-01

Citations: 158

DOI: https://doi.org/10.1214/16-aos1487

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The Annals of Statistics - View
PubMed Central - View
Project Euclid (Cornell University) - View - PDF
Europe PMC (PubMed Central) - View - PDF
PubMed - View

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