Generalized Four Moment Theorem and an Application to CLT for Spiked Eigenvalues of Large-dimensional Covariance Matrices

Dandan Jiang, Zhidong Bai

Type: Preprint

Publication Date: 2018-01-01

Citations: 5

DOI: https://doi.org/10.48550/arxiv.1808.05362

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+	Surprising Asymptotic Conical Structure in Critical Sample Eigen-Directions	2013	Dan Shen Haipeng Shen Hongtu Zhu J. S. Marron
+	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	Universality of the Local Spacing Distribution¶in Certain Ensembles of Hermitian Wigner Matrices	2001	Kurt Johansson
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+ PDF Chat	Eine neue Herleitung des Exponentialgesetzes in der Wahrscheinlichkeitsrechnung	1922	J. W. Lindeberg
+	Minimax bounds for sparse PCA with noisy high-dimensional data	2013	Aharon Birnbaum Iain M. Johnstone Boaz Nadler Debashis Paul