Invariance Principle and Clt for the Spiked Eigenvalues of Large-dimensional Fisher Matrices and Applications

Dandan Jiang, Zhiqiang Hou, Zhidong Bai, Runze Li

Type: Article

Publication Date: 2023-11-21

Citations: 1

DOI: https://doi.org/10.5705/ss.202022.0377

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Locations

Statistica Sinica - View
arXiv (Cornell University) - View - PDF

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Action	Title	Year	Authors
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
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+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein
+ PDF Chat	Distributions of Matrix Variates and Latent Roots Derived from Normal Samples	1964	A. T. James
+ PDF Chat	Testing linear hypotheses in high-dimensional regressions	2013	Zhidong Bai Dandan Jiang Jianfeng Yao Shurong Zheng
+ PDF Chat	Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices	2005	Jinho Baik Gérard Ben Arous Sandrine Péché
+ PDF Chat	On a Heuristic Method of Test Construction and its use in Multivariate Analysis	1953	Sasanka Roy
+	Eigenvalues of large sample covariance matrices of spiked population models	2005	Jinho Baik Jack W. Silverstein
+ PDF Chat	Fundamental Limit of Sample Generalized Eigenvalue Based Detection of Signals in Noise Using Relatively Few Signal-Bearing and Noise-Only Samples	2010	Raj Rao Nadakuditi Jack W. Silverstein