Limiting laws and consistent estimation criteria for fixed and diverging number of spiked eigenvalues

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Hu, Jianwei, Zhang, Jingfei, Guo, Jianhua, Zhu, Ji
Format: Preprint
Published: 2020
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!