Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models

David Morales‐Jiménez, Iain M. Johnstone, Matthew R. McKay, Jeha Yang

Type: Preprint

Publication Date: 2018-01-01

Citations: 3

DOI: https://doi.org/10.48550/arxiv.1810.10214

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