Limiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked Eigenvalue of Sample Covariance Matrices

Tommaso Cai, Xiao Han, Guangming Pan

Type: Preprint

Publication Date: 2017-01-01

Citations: 11

DOI: https://doi.org/10.48550/arxiv.1711.00217

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+	Principal-component-analysis eigenvalue spectra from data with symmetry-breaking structure	2004	David C. Hoyle Magnus Rattray
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